-90.0%
MARA vs UMC
+1,562.0%
-1,652.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.7% |
| 7D | +13.8% | +13.6% | +0.2% | +4.8% |
| 30D | +24.7% | +20.8% | +3.9% | +9.9% |
| 3M | -10.4% | +16.1% | -26.6% | -22.0% |
| 6M | +37.6% | +137.3% | -99.7% | -27.1% |
| YTD | +32.7% | +193.8% | -161.0% | -42.3% |
| 1Y | -25.2% | +236.1% | -261.3% | -70.4% |
| 3Y | +9.3% | +267.1% | -257.8% | -60.5% |
| 5Y | -69.3% | +145.3% | -214.6% | -84.9% |
| 10Y | -73.6% | +1,857.3% | -1,930.9% | -92.6% |
| All | -90.0% | +1,562.0% | -1,652.0% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling