-28.8%
GLW vs MARA
-26.5%
-2.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.5% | -13.8% | -7.0% |
| 7D | -11.1% | +2.5% | -13.6% | -12.2% |
| 30D | -28.4% | -23.9% | -4.5% | -23.4% |
| 3M | -28.8% | -23.2% | -5.6% | -23.0% |
| All | -28.8% | -26.5% | -2.3% | -23.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling