+1,078.4%
GLW vs MARA
-86.2%
+1,164.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.5% | -13.8% | -3.6% |
| 7D | -11.1% | +2.5% | -13.6% | -11.2% |
| 30D | -28.4% | -23.9% | -4.5% | -27.8% |
| 3M | -28.8% | -23.2% | -5.6% | -28.3% |
| 6M | -39.8% | -43.3% | +3.5% | -38.8% |
| YTD | +28.7% | -18.3% | +47.0% | +29.4% |
| 1Y | +27.7% | -52.9% | +80.6% | +30.0% |
| 3Y | +331.3% | -23.6% | +355.0% | +326.9% |
| 5Y | +233.4% | -88.7% | +322.1% | +232.8% |
| 10Y | +521.8% | -80.3% | +602.1% | +465.9% |
| All | +1,078.4% | -86.2% | +1,164.6% | +958.4% |
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