-81.6%
MARA vs URA
+272.2%
-353.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.8% | -2.2% | -2.4% |
| 7D | +22.4% | +4.5% | +18.0% | +17.2% |
| 30D | -21.0% | -13.4% | -7.5% | -8.6% |
| 3M | -25.3% | -28.4% | +3.1% | +2.9% |
| 6M | -43.4% | -40.5% | -2.9% | -7.5% |
| YTD | -19.8% | -24.3% | +4.4% | +4.4% |
| 1Y | -50.0% | -28.8% | -21.2% | -30.9% |
| 3Y | -25.1% | +37.6% | -62.7% | -52.0% |
| 5Y | -90.5% | +30.7% | -121.2% | -93.2% |
| All | -81.6% | +272.2% | -353.9% | -94.2% |
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 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