+382.5%
GLW vs MARA
-69.8%
+452.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.6% | +3.0% | +7.0% |
| 7D | +14.0% | +15.6% | -1.6% | +12.1% |
| 30D | +0.4% | +17.2% | -16.9% | -1.7% |
| 3M | -11.3% | -14.2% | +2.8% | -10.3% |
| 6M | +35.1% | +47.7% | -12.6% | +29.7% |
| YTD | +90.5% | +31.7% | +58.8% | +83.9% |
| 1Y | +132.0% | -22.2% | +154.2% | +132.9% |
| 3Y | +463.3% | +8.4% | +454.9% | +411.4% |
| 5Y | +382.5% | -68.3% | +450.8% | +328.6% |
| All | +382.5% | -69.8% | +452.3% | +328.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling