-90.5%
MARA vs USB
+218.2%
-308.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +6.0% | +1.4% | +4.6% | +4.9% |
| 30D | +0.6% | -1.3% | +1.9% | +1.2% |
| 3M | -18.5% | +15.2% | -33.8% | -27.8% |
| 6M | +21.7% | +18.8% | +2.9% | +5.0% |
| YTD | +25.9% | +21.0% | +4.9% | +6.6% |
| 1Y | -25.1% | +34.0% | -59.2% | -41.7% |
| 3Y | -5.7% | +95.3% | -101.1% | -42.8% |
| 5Y | -73.9% | +40.4% | -114.3% | -79.5% |
| 10Y | -75.6% | +107.3% | -182.9% | -86.1% |
| All | -90.5% | +218.2% | -308.7% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling