+147.5%
GE vs MARA
-74.3%
+221.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.3% |
| 7D | -4.0% | +5.9% | -9.9% | -4.2% |
| 30D | -11.4% | +24.3% | -35.7% | -12.4% |
| 3M | -2.6% | -12.0% | +9.4% | -2.5% |
| 6M | -0.3% | +40.1% | -40.5% | -2.3% |
| YTD | +5.4% | +33.4% | -28.0% | +3.2% |
| 1Y | +15.5% | -23.7% | +39.3% | +15.3% |
| 3Y | +260.8% | +19.0% | +241.8% | +244.0% |
| 5Y | +421.6% | -66.5% | +488.1% | +395.1% |
| All | +147.5% | -74.3% | +221.7% | +116.7% |
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