+261.3%
GE vs MARA
+8.3%
+253.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | -2.8% | -1.5% | -1.3% | -2.7% |
| 30D | -11.9% | +18.1% | -30.0% | -13.5% |
| 3M | +1.8% | -9.4% | +11.3% | +1.9% |
| 6M | -0.6% | +33.4% | -34.0% | -4.3% |
| YTD | +5.5% | +27.3% | -21.8% | +1.3% |
| 1Y | +15.0% | -27.9% | +42.9% | +14.7% |
| All | +261.3% | +8.3% | +253.0% | +225.6% |
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