-74.1%
MARA vs UNP
+285.4%
-359.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.2% |
| 7D | +5.9% | -1.8% | +7.7% | +7.6% |
| 30D | +24.3% | -2.7% | +27.0% | +27.4% |
| 3M | -12.0% | +6.5% | -18.5% | -18.0% |
| 6M | +40.1% | +14.4% | +25.7% | +20.1% |
| YTD | +33.4% | +24.8% | +8.6% | +4.2% |
| 1Y | -23.7% | +34.4% | -58.2% | -44.9% |
| 3Y | +19.0% | +43.6% | -24.6% | -17.1% |
| 5Y | -66.5% | +53.2% | -119.7% | -77.2% |
| All | -74.1% | +285.4% | -359.5% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling