-25.1%
MARA vs UTHR
+23.3%
-48.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +6.0% | -5.4% | +11.4% | +7.0% |
| 30D | +0.6% | -6.0% | +6.7% | +1.7% |
| 3M | -18.5% | -11.0% | -7.5% | -17.0% |
| 6M | +21.7% | -0.5% | +22.3% | +19.8% |
| YTD | +25.9% | +0.1% | +25.9% | +23.4% |
| 1Y | -25.1% | +28.2% | -53.3% | -24.6% |
| All | -25.1% | +23.3% | -48.4% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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