+212.7%
GDX vs MARA
-25.8%
+238.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -6.8% | +10.1% | -16.9% | -7.7% |
| 30D | -2.1% | -15.1% | +13.0% | -1.1% |
| 3M | -7.5% | -24.1% | +16.6% | -5.6% |
| 6M | -15.2% | -45.2% | +30.0% | -11.6% |
| YTD | -4.8% | -22.2% | +17.3% | -3.5% |
| 1Y | +6.7% | -45.3% | +52.0% | +9.6% |
| 3Y | +212.7% | -23.9% | +236.6% | +207.3% |
| All | +212.7% | -25.8% | +238.5% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling