+463.3%
GLW vs MARA
-0.2%
+463.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.6% | +3.0% | +6.9% |
| 7D | +14.0% | +15.6% | -1.6% | +11.6% |
| 30D | +0.4% | +17.2% | -16.9% | -2.3% |
| 3M | -11.3% | -14.2% | +2.8% | -10.1% |
| 6M | +35.1% | +47.7% | -12.6% | +29.2% |
| YTD | +90.5% | +31.7% | +58.8% | +83.2% |
| 1Y | +132.0% | -22.2% | +154.2% | +131.8% |
| 3Y | +463.3% | +8.4% | +454.9% | +422.9% |
| All | +463.3% | -0.2% | +463.5% | +422.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling