+8.4%
MARA vs URI
+126.5%
-118.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.2% |
| 7D | +15.6% | +2.5% | +13.1% | +13.3% |
| 30D | +17.2% | -12.5% | +29.8% | +30.6% |
| 3M | -14.2% | -6.2% | -8.0% | -10.3% |
| 6M | +47.7% | +25.9% | +21.8% | +15.3% |
| YTD | +31.7% | +26.2% | +5.5% | -0.4% |
| 1Y | -22.2% | +5.5% | -27.7% | -29.1% |
| 3Y | +8.4% | +125.0% | -116.5% | -47.8% |
| All | +8.4% | +126.5% | -118.0% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling