+362.6%
GE vs MARA
-86.8%
+449.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | +2.7% | +10.1% | -7.4% | +2.4% |
| 30D | +8.1% | -15.1% | +23.1% | +8.4% |
| 3M | -7.9% | -24.1% | +16.3% | -7.5% |
| 6M | +12.9% | -45.2% | +58.1% | +14.1% |
| YTD | +8.2% | -22.2% | +30.3% | +8.1% |
| 1Y | +9.7% | -45.3% | +55.0% | +10.5% |
| 3Y | +266.1% | -23.9% | +290.0% | +259.8% |
| 5Y | +407.4% | -90.8% | +498.2% | +403.9% |
| 10Y | +150.3% | -81.0% | +231.3% | +128.5% |
| All | +362.6% | -86.8% | +449.4% | +318.1% |
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