+606.9%
GEV vs MARA
-45.7%
+652.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.3% | -2.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -8.7% | +18.1% | -26.8% | -12.0% |
| 3M | +6.6% | -9.4% | +16.0% | +7.1% |
| 6M | +10.2% | +33.4% | -23.2% | +2.9% |
| YTD | +41.6% | +27.3% | +14.3% | +31.5% |
| 1Y | +43.9% | -27.9% | +71.8% | +45.0% |
| All | +606.9% | -45.7% | +652.6% | +603.1% |
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 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