-5.7%
MARA vs USB
+95.2%
-100.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | +6.0% | +1.4% | +4.6% | +4.5% |
| 30D | +0.6% | -1.3% | +1.9% | +1.4% |
| 3M | -18.5% | +15.2% | -33.8% | -30.9% |
| 6M | +21.7% | +18.8% | +2.9% | -0.8% |
| YTD | +25.9% | +21.0% | +4.9% | -0.6% |
| 1Y | -25.1% | +34.0% | -59.2% | -47.8% |
| All | -5.7% | +95.2% | -100.9% | -55.4% |
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