-90.5%
MARA vs URA
+33.0%
-123.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.2% |
| 7D | +6.0% | +1.1% | +4.9% | +5.3% |
| 30D | +0.6% | +7.4% | -6.8% | -5.1% |
| 3M | -18.5% | -8.4% | -10.1% | -11.3% |
| 6M | +21.7% | -12.7% | +34.5% | +36.2% |
| YTD | +25.9% | +7.8% | +18.2% | +19.5% |
| 1Y | -25.1% | +19.5% | -44.6% | -35.9% |
| 3Y | -5.7% | +116.4% | -122.2% | -54.7% |
| 5Y | -73.9% | +134.3% | -208.2% | -87.2% |
| 10Y | -75.6% | +359.3% | -434.9% | -92.4% |
| All | -90.5% | +33.0% | -123.5% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling