-75.3%
MARA vs UTHR
+319.3%
-394.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -1.5% | +2.8% | -4.2% | -2.4% |
| 30D | +18.1% | -2.3% | +20.3% | +19.1% |
| 3M | -9.4% | -7.4% | -2.0% | -7.2% |
| 6M | +33.4% | -6.0% | +39.3% | +35.0% |
| YTD | +27.3% | +3.4% | +23.9% | +24.1% |
| 1Y | -27.9% | +27.1% | -55.0% | -35.4% |
| 3Y | +4.8% | +123.8% | -119.0% | -30.7% |
| 5Y | -68.0% | +139.6% | -207.7% | -80.4% |
| All | -75.3% | +319.3% | -394.6% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling