+833.1%
GLW vs MARA
-75.5%
+908.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -3.0% |
| 7D | +11.7% | -1.5% | +13.2% | +11.8% |
| 30D | +2.7% | +18.1% | -15.4% | +1.7% |
| 3M | -2.8% | -9.4% | +6.6% | -2.5% |
| 6M | +20.2% | +33.4% | -13.2% | +18.5% |
| YTD | +87.3% | +27.3% | +60.0% | +84.7% |
| 1Y | +119.6% | -27.9% | +147.5% | +121.0% |
| 3Y | +453.7% | +4.8% | +448.9% | +433.7% |
| 5Y | +376.1% | -68.0% | +444.1% | +355.9% |
| All | +833.1% | -75.5% | +908.5% | +736.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling