-90.1%
MARA vs UTHR
+1,034.6%
-1,124.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.0% |
| 7D | +15.6% | -2.9% | +18.5% | +16.5% |
| 30D | +17.2% | -7.6% | +24.8% | +19.8% |
| 3M | -14.2% | -8.6% | -5.6% | -12.3% |
| 6M | +47.7% | +4.1% | +43.5% | +44.9% |
| YTD | +31.7% | +2.2% | +29.5% | +29.8% |
| 1Y | -22.2% | +26.2% | -48.4% | -28.0% |
| 3Y | +8.4% | +121.2% | -112.8% | -18.3% |
| 5Y | -68.3% | +136.5% | -204.8% | -77.1% |
| 10Y | -74.9% | +300.1% | -375.0% | -84.8% |
| All | -90.1% | +1,034.6% | -1,124.7% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling