-73.6%
MARA vs URA
+369.2%
-442.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +2.0% |
| 7D | +13.8% | +5.7% | +8.1% | +8.3% |
| 30D | +24.7% | +5.6% | +19.1% | +18.9% |
| 3M | -10.4% | +6.2% | -16.7% | -14.6% |
| 6M | +37.6% | -8.2% | +45.9% | +47.5% |
| YTD | +32.7% | +9.7% | +23.1% | +21.8% |
| 1Y | -25.2% | +17.0% | -42.2% | -37.1% |
| 3Y | +9.3% | +118.5% | -109.2% | -55.2% |
| 5Y | -69.3% | +134.3% | -203.7% | -87.5% |
| 10Y | -73.6% | +377.5% | -451.1% | -93.6% |
| All | -73.6% | +369.2% | -442.8% | -93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling