+19.0%
MARA vs UMC
+261.2%
-242.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | +3.7% |
| 7D | +5.9% | +9.0% | -3.1% | +1.9% |
| 30D | +24.3% | +17.2% | +7.0% | +15.2% |
| 3M | -12.0% | +11.4% | -23.4% | -18.6% |
| 6M | +40.1% | +137.5% | -97.4% | -10.1% |
| YTD | +33.4% | +193.1% | -159.7% | -27.4% |
| 1Y | -23.7% | +240.3% | -264.0% | -62.4% |
| 3Y | +19.0% | +262.2% | -243.2% | -50.1% |
| All | +19.0% | +261.2% | -242.2% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling