+331.3%
GLW vs MARA
-22.0%
+353.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.5% | -13.8% | -5.0% |
| 7D | -11.1% | +2.5% | -13.6% | -11.5% |
| 30D | -28.4% | -23.9% | -4.5% | -25.5% |
| 3M | -28.8% | -23.2% | -5.6% | -26.3% |
| 6M | -39.8% | -43.3% | +3.5% | -35.1% |
| YTD | +28.7% | -18.3% | +47.0% | +32.5% |
| 1Y | +27.7% | -52.9% | +80.6% | +37.3% |
| 3Y | +331.3% | -23.6% | +355.0% | +350.7% |
| All | +331.3% | -22.0% | +353.3% | +350.7% |
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