-74.1%
MARA vs UMC
+1,863.6%
-1,937.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | +3.0% |
| 7D | +5.9% | +9.0% | -3.1% | -1.0% |
| 30D | +24.3% | +17.2% | +7.0% | +8.6% |
| 3M | -12.0% | +11.4% | -23.4% | -24.3% |
| 6M | +40.1% | +137.5% | -97.4% | -39.1% |
| YTD | +33.4% | +193.1% | -159.7% | -55.5% |
| 1Y | -23.7% | +240.3% | -264.0% | -77.8% |
| 3Y | +19.0% | +262.2% | -243.2% | -69.4% |
| 5Y | -66.5% | +143.1% | -209.6% | -86.8% |
| All | -74.1% | +1,863.6% | -1,937.7% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling