-68.0%
MARA vs UNP
+51.6%
-119.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.5% |
| 7D | -1.5% | -1.2% | -0.3% | -0.3% |
| 30D | +18.1% | -2.0% | +20.0% | +20.5% |
| 3M | -9.4% | +7.5% | -16.9% | -17.5% |
| 6M | +33.4% | +15.3% | +18.0% | +10.0% |
| YTD | +27.3% | +25.4% | +1.9% | -6.1% |
| 1Y | -27.9% | +35.6% | -63.5% | -52.1% |
| 3Y | +4.8% | +44.1% | -39.4% | -34.5% |
| 5Y | -68.0% | +54.0% | -122.0% | -82.5% |
| All | -68.0% | +51.6% | -119.6% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling