-58.7%
MARA vs UMC
+112.5%
-171.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.3% |
| 7D | -6.5% | -14.7% | +8.1% | -0.7% |
| 30D | -38.5% | -32.9% | -5.6% | -28.5% |
| 3M | -41.5% | -22.2% | -19.4% | -35.8% |
| 6M | -41.9% | +25.9% | -67.8% | -44.4% |
| YTD | -23.5% | +107.9% | -131.4% | -35.8% |
| 1Y | -58.7% | +115.0% | -173.7% | -67.1% |
| All | -58.7% | +112.5% | -171.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling