+369.3%
GE vs MARA
-78.7%
+448.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | -1.6% | +6.0% | -7.6% | -1.8% |
| 30D | -11.6% | +0.6% | -12.2% | -11.7% |
| 3M | +3.0% | -18.5% | +21.5% | +3.3% |
| 6M | -0.5% | +21.7% | -22.3% | -1.4% |
| YTD | +9.7% | +25.9% | -16.2% | +8.5% |
| 1Y | +20.0% | -25.1% | +45.2% | +19.9% |
| 3Y | +275.8% | -5.7% | +281.6% | +267.0% |
| 5Y | +429.1% | -73.9% | +503.0% | +415.0% |
| 10Y | +151.2% | -75.6% | +226.8% | +127.1% |
| All | +369.3% | -78.7% | +448.0% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling