-58.7%
MARA vs USHY
+1.9%
-60.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -9.6% |
| 7D | -6.5% | -0.2% | -6.3% | -4.8% |
| 30D | -38.5% | +0.7% | -39.2% | -41.6% |
| 3M | -41.5% | -2.2% | -39.3% | -28.2% |
| 6M | -41.9% | -0.9% | -41.1% | -36.1% |
| YTD | -23.5% | +0.2% | -23.6% | -18.0% |
| 1Y | -58.7% | +1.7% | -60.4% | -63.7% |
| All | -58.7% | +1.9% | -60.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling