-88.7%
MARA vs URA
+32.3%
-121.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +2.5% | +13.1% | +13.1% |
| 7D | +2.5% | +0.3% | +2.2% | +3.2% |
| 30D | -23.9% | -14.8% | -9.2% | -9.5% |
| 3M | -23.2% | -25.3% | +2.1% | +3.5% |
| 6M | -43.3% | -39.9% | -3.4% | -5.7% |
| YTD | -18.3% | -22.4% | +4.2% | +4.9% |
| 1Y | -52.9% | -29.0% | -23.9% | -33.9% |
| 3Y | -23.6% | +41.0% | -64.6% | -57.4% |
| 5Y | -88.7% | +38.3% | -127.0% | -93.7% |
| All | -88.7% | +32.3% | -121.0% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling