+627.7%
GEV vs MARA
-43.4%
+671.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.2% |
| 7D | +3.2% | +13.8% | -10.7% | +0.7% |
| 30D | -4.0% | +24.7% | -28.7% | -8.4% |
| 3M | +3.4% | -10.4% | +13.9% | +4.1% |
| 6M | +14.7% | +37.6% | -22.9% | +6.4% |
| YTD | +45.8% | +32.7% | +13.0% | +34.3% |
| 1Y | +57.4% | -25.2% | +82.5% | +57.5% |
| All | +627.7% | -43.4% | +671.0% | +618.2% |
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