-28.1%
MARA vs URI
+161.0%
-189.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.9% | -2.3% | -1.0% |
| 7D | +3.3% | -4.0% | +7.3% | +7.3% |
| 30D | -31.2% | +6.8% | -38.0% | -34.4% |
| 3M | -34.2% | -2.8% | -31.4% | -32.6% |
| 6M | -48.7% | +20.9% | -69.5% | -56.4% |
| YTD | -26.1% | +40.2% | -66.3% | -48.3% |
| 1Y | -58.2% | +34.1% | -92.2% | -69.3% |
| 3Y | -28.1% | +164.1% | -192.2% | -63.5% |
| All | -28.1% | +161.0% | -189.0% | -63.5% |
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