+54.8%
GDX vs MARA
-28.1%
+82.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.7% |
| 7D | -0.4% | +6.0% | -6.4% | -1.6% |
| 30D | +18.6% | +0.6% | +18.0% | +17.7% |
| 3M | +14.9% | -18.5% | +33.4% | +17.8% |
| 6M | -6.3% | +21.7% | -28.0% | -10.5% |
| YTD | +15.7% | +25.9% | -10.2% | +7.8% |
| 1Y | +54.8% | -25.1% | +80.0% | +54.8% |
| All | +54.8% | -28.1% | +82.9% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling