-25.1%
MARA vs UNP
+32.8%
-58.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +6.0% | -5.3% | +11.3% | +6.5% |
| 30D | +0.6% | -1.5% | +2.2% | +0.8% |
| 3M | -18.5% | +10.3% | -28.8% | -19.5% |
| 6M | +21.7% | +9.7% | +12.1% | +19.6% |
| YTD | +25.9% | +27.1% | -1.2% | +20.4% |
| 1Y | -25.1% | +32.6% | -57.7% | -23.8% |
| All | -25.1% | +32.8% | -58.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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