+86.2%
MARA vs USHY
+50.4%
+35.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.6% |
| 7D | +13.8% | -0.1% | +14.0% | +14.6% |
| 30D | +24.7% | 0.0% | +24.7% | +25.1% |
| 3M | -10.4% | +0.8% | -11.3% | -13.1% |
| 6M | +37.6% | +1.9% | +35.7% | +29.1% |
| YTD | +32.7% | +2.3% | +30.5% | +24.2% |
| 1Y | -25.2% | +4.1% | -29.3% | -34.6% |
| 3Y | +9.3% | +27.8% | -18.5% | -54.9% |
| 5Y | -69.3% | +21.5% | -90.8% | -81.9% |
| All | +86.2% | +50.4% | +35.8% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling