+1,101.7%
GLW vs MARA
-86.8%
+1,188.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -4.2% |
| 7D | +7.7% | +10.1% | -2.3% | +7.4% |
| 30D | -18.8% | -15.1% | -3.8% | -18.4% |
| 3M | -27.7% | -24.1% | -3.6% | -27.2% |
| 6M | -44.4% | -45.2% | +0.7% | -43.5% |
| YTD | +31.3% | -22.2% | +53.4% | +32.1% |
| 1Y | +40.0% | -45.3% | +85.4% | +42.1% |
| 3Y | +339.2% | -23.9% | +363.1% | +335.0% |
| 5Y | +229.2% | -90.8% | +320.0% | +229.9% |
| 10Y | +528.4% | -81.0% | +609.4% | +472.8% |
| All | +1,101.7% | -86.8% | +1,188.6% | +981.0% |
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 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