-23.7%
MARA vs UNP
+35.2%
-59.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.8% |
| 7D | +5.9% | -1.8% | +7.7% | +6.1% |
| 30D | +24.3% | -2.7% | +27.0% | +24.7% |
| 3M | -12.0% | +6.5% | -18.5% | -12.7% |
| 6M | +40.1% | +14.4% | +25.7% | +36.1% |
| YTD | +33.4% | +24.8% | +8.6% | +26.8% |
| 1Y | -23.7% | +34.4% | -58.2% | -24.5% |
| All | -23.7% | +35.2% | -59.0% | -24.5% |
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