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  • MARA vs URI✓SelectedUSD · URIMARA vs URI performance historyLatest closeAs of+4.60%09/08
Stock and ETF performance explorer

MARA vs URI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-74.9%
URI return
+1,157.2%
Excess return
-1,232.0%
Maximum drawdown
-99.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioURIExcessAlpha
1D+4.6%+0.5%+4.1%+4.2%
7D+15.6%+2.5%+13.1%+13.7%
30D+17.2%-12.5%+29.8%+28.7%
3M-14.2%-6.2%-8.0%-10.7%
6M+47.7%+25.9%+21.8%+20.6%
YTD+31.7%+26.2%+5.5%+5.9%
1Y-22.2%+5.5%-27.7%-28.4%
3Y+8.4%+125.0%-116.5%-39.3%
5Y-68.3%+210.4%-278.7%-85.1%
10Y-74.9%+1,157.2%-1,232.0%-93.7%
All-74.9%+1,157.2%-1,232.0%-93.7%

Cumulative growth

Daily Returns

Daily percentage return beside URI.

Daily Out/Under-Performance

Portfolio return minus URI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × URI 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 URI 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