-25.1%
MARA vs URA
+17.2%
-42.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.2% |
| 7D | +6.0% | +1.1% | +4.9% | +5.2% |
| 30D | +0.6% | +7.4% | -6.8% | -5.3% |
| 3M | -18.5% | -8.4% | -10.1% | -12.1% |
| 6M | +21.7% | -12.7% | +34.5% | +34.8% |
| YTD | +25.9% | +7.8% | +18.2% | +20.3% |
| 1Y | -25.1% | +19.5% | -44.6% | -16.2% |
| All | -25.1% | +17.2% | -42.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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