+18.4%
MARA vs UNP
+43.1%
-24.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.9% |
| 7D | +13.8% | -1.7% | +15.6% | +15.5% |
| 30D | +24.7% | -2.1% | +26.8% | +27.0% |
| 3M | -10.4% | +5.4% | -15.9% | -15.7% |
| 6M | +37.6% | +13.4% | +24.3% | +18.3% |
| YTD | +32.7% | +25.0% | +7.8% | +1.0% |
| 1Y | -25.2% | +34.6% | -59.7% | -48.5% |
| All | +18.4% | +43.1% | -24.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling