-23.7%
MARA vs URA
+7.9%
-31.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.3% | +8.1% | +7.7% |
| 7D | +5.9% | -5.5% | +11.4% | +11.1% |
| 30D | +24.3% | -3.7% | +28.0% | +28.8% |
| 3M | -12.0% | -2.9% | -9.1% | -9.7% |
| 6M | +40.1% | -15.2% | +55.4% | +58.8% |
| YTD | +33.4% | +1.9% | +31.5% | +33.7% |
| 1Y | -23.7% | +6.9% | -30.7% | -13.4% |
| All | -23.7% | +7.9% | -31.7% | -13.4% |
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