-31.3%
MARA vs USB
+89.5%
-120.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.5% |
| 7D | -6.2% | 0.0% | -6.2% | -6.3% |
| 30D | -38.7% | +5.8% | -44.5% | -42.6% |
| 3M | -40.4% | -6.0% | -34.4% | -37.3% |
| 6M | -51.3% | +7.8% | -59.0% | -56.5% |
| YTD | -29.3% | +14.6% | -43.9% | -42.0% |
| 1Y | -60.2% | +31.8% | -92.0% | -72.8% |
| 3Y | -31.3% | +91.5% | -122.8% | -67.2% |
| All | -31.3% | +89.5% | -120.8% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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