+807.4%
UNH vs MARA
-77.5%
+884.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.9% |
| 7D | -1.7% | +13.8% | -15.5% | -1.8% |
| 30D | -3.8% | +24.7% | -28.5% | -4.1% |
| 3M | -4.3% | -10.4% | +6.2% | -4.3% |
| 6M | +38.6% | +37.6% | +1.0% | +37.8% |
| YTD | +20.7% | +32.7% | -12.1% | +19.9% |
| 1Y | +16.0% | -25.2% | +41.2% | +15.9% |
| 3Y | -13.5% | +9.3% | -22.7% | -14.7% |
| 5Y | +3.5% | -69.3% | +72.9% | +1.9% |
| 10Y | +245.3% | -73.6% | +318.9% | +222.4% |
| All | +807.4% | -77.5% | +884.9% | +751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling