+40.6%
GLW vs MARA
-60.7%
+101.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.8% | -4.4% |
| 7D | -9.5% | -6.5% | -2.9% | -7.4% |
| 30D | -25.5% | -38.5% | +13.0% | -11.9% |
| 3M | -25.6% | -41.5% | +16.0% | -11.8% |
| 6M | -25.5% | -41.9% | +16.4% | -11.2% |
| YTD | +36.4% | -23.5% | +59.9% | +47.2% |
| 1Y | +40.6% | -58.7% | +99.3% | +77.9% |
| All | +40.6% | -60.7% | +101.3% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling