-90.1%
MARA vs UNP
+594.3%
-684.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.9% |
| 7D | +15.6% | -0.7% | +16.4% | +16.3% |
| 30D | +17.2% | -1.1% | +18.4% | +18.4% |
| 3M | -14.2% | +7.9% | -22.0% | -20.2% |
| 6M | +47.7% | +14.6% | +33.1% | +28.8% |
| YTD | +31.7% | +26.6% | +5.2% | +4.8% |
| 1Y | -22.2% | +35.6% | -57.7% | -41.9% |
| 3Y | +8.4% | +45.5% | -37.1% | -21.5% |
| 5Y | -68.3% | +50.0% | -118.3% | -76.9% |
| 10Y | -74.9% | +271.8% | -346.7% | -88.9% |
| All | -90.1% | +594.3% | -684.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling