+24.8%
GDX vs MARA
-60.7%
+85.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.1% | +13.1% | +9.9% |
| 7D | +0.8% | -6.5% | +7.3% | +2.1% |
| 30D | -3.2% | -38.5% | +35.3% | +7.9% |
| 3M | +8.6% | -41.5% | +50.1% | +21.1% |
| 6M | -1.2% | -41.9% | +40.7% | +9.7% |
| YTD | -1.4% | -23.5% | +22.1% | +0.5% |
| 1Y | +24.8% | -58.7% | +83.5% | +47.8% |
| All | +24.8% | -60.7% | +85.5% | +47.8% |
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