-23.9%
MARA vs UTHR
+166.1%
-190.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.9% |
| 7D | +10.1% | +5.2% | +4.9% | +9.4% |
| 30D | -15.1% | +9.5% | -24.5% | -15.8% |
| 3M | -24.1% | +17.9% | -42.0% | -25.6% |
| 6M | -45.2% | +2.0% | -47.2% | -45.2% |
| YTD | -22.2% | +21.3% | -43.5% | -24.3% |
| 1Y | -45.3% | +27.9% | -73.2% | -47.1% |
| 3Y | -23.9% | +162.3% | -186.2% | -5.4% |
| All | -23.9% | +166.1% | -190.0% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling