+1,521.6%
GLW vs MARA
-78.7%
+1,600.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +5.8% |
| 7D | +3.8% | +6.0% | -2.2% | +3.6% |
| 30D | -1.3% | +0.6% | -2.0% | -1.5% |
| 3M | -21.8% | -18.5% | -3.3% | -21.4% |
| 6M | +6.9% | +21.7% | -14.8% | +6.3% |
| YTD | +77.2% | +25.9% | +51.2% | +75.7% |
| 1Y | +123.2% | -25.1% | +148.4% | +124.0% |
| 3Y | +400.0% | -5.7% | +405.7% | +390.1% |
| 5Y | +342.8% | -73.9% | +416.8% | +332.8% |
| 10Y | +771.4% | -75.6% | +847.0% | +683.8% |
| All | +1,521.6% | -78.7% | +1,600.3% | +1,337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling