+134.7%
GLW vs MARA
-22.6%
+157.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +16.9% | +13.8% | +3.0% | +12.0% |
| 30D | +7.0% | +24.7% | -17.7% | -1.6% |
| 3M | -3.0% | -10.4% | +7.5% | -1.1% |
| 6M | +31.0% | +37.6% | -6.7% | +19.6% |
| YTD | +93.4% | +32.7% | +60.7% | +75.2% |
| 1Y | +134.7% | -25.2% | +159.9% | +137.3% |
| All | +134.7% | -22.6% | +157.4% | +137.3% |
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