+87.2%
MARA vs USHY
+49.7%
+37.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.7% |
| 7D | +5.9% | -0.7% | +6.6% | +9.2% |
| 30D | +24.3% | -0.7% | +25.0% | +28.3% |
| 3M | -12.0% | +0.1% | -12.0% | -11.7% |
| 6M | +40.1% | +1.8% | +38.3% | +32.3% |
| YTD | +33.4% | +1.8% | +31.6% | +27.4% |
| 1Y | -23.7% | +3.3% | -27.0% | -30.9% |
| 3Y | +19.0% | +27.0% | -8.0% | -49.4% |
| 5Y | -66.5% | +21.0% | -87.5% | -79.9% |
| All | +87.2% | +49.7% | +37.5% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling