-36.4%
MARA vs USB
+90.4%
-126.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.1% | -12.3% | -12.2% |
| 7D | -18.0% | -1.5% | -16.5% | -16.7% |
| 30D | -46.4% | +4.3% | -50.7% | -48.9% |
| 3M | -47.7% | -6.1% | -41.6% | -44.8% |
| 6M | -51.6% | +9.4% | -61.0% | -57.5% |
| YTD | -34.5% | +15.2% | -49.7% | -46.6% |
| 1Y | -65.7% | +32.8% | -98.4% | -76.7% |
| All | -36.4% | +90.4% | -126.8% | -69.8% |
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