-74.1%
MARA vs UVXY
-100.0%
+25.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.8% | +11.6% | +2.8% |
| 7D | +5.9% | +2.8% | +3.1% | +7.0% |
| 30D | +24.3% | -11.4% | +35.6% | +20.8% |
| 3M | -12.0% | -41.5% | +29.5% | -22.8% |
| 6M | +40.1% | -61.0% | +101.2% | +13.7% |
| YTD | +33.4% | -49.8% | +83.3% | +22.6% |
| 1Y | -23.7% | -66.4% | +42.7% | -34.8% |
| 3Y | +19.0% | -94.8% | +113.7% | -6.8% |
| 5Y | -66.5% | -99.7% | +33.2% | -82.0% |
| All | -74.1% | -100.0% | +25.9% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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