+2,396.1%
MUU vs MARA
-22.2%
+2,418.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -5.9% | -4.2% |
| 7D | -8.2% | +5.9% | -14.2% | -11.7% |
| 30D | +10.2% | +24.3% | -14.1% | -6.5% |
| 3M | -26.5% | -12.0% | -14.5% | -19.0% |
| 6M | +227.2% | +40.1% | +187.1% | +193.3% |
| YTD | +527.4% | +33.4% | +494.0% | +465.3% |
| 1Y | +1,843.7% | -23.7% | +1,867.4% | +2,168.3% |
| All | +2,396.1% | -22.2% | +2,418.2% | +2,546.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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