-94.2%
MARA vs UNP
+627.9%
-722.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +10.1% | +4.2% | +5.8% | +6.6% |
| 30D | -15.1% | +5.6% | -20.7% | -19.0% |
| 3M | -24.1% | +2.0% | -26.1% | -25.8% |
| 6M | -45.2% | +15.4% | -60.6% | -52.6% |
| YTD | -22.2% | +32.7% | -54.9% | -40.9% |
| 1Y | -45.3% | +39.4% | -84.7% | -60.3% |
| 3Y | -23.9% | +54.3% | -78.2% | -47.8% |
| 5Y | -90.8% | +39.6% | -130.4% | -93.0% |
| 10Y | -81.0% | +288.9% | -369.9% | -91.9% |
| All | -94.2% | +627.9% | -722.1% | -99.1% |
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