-82.1%
MARA vs GD
+185.2%
-267.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.1% |
| 7D | +3.3% | -3.0% | +6.3% | +5.7% |
| 30D | -31.2% | +9.3% | -40.5% | -35.4% |
| 3M | -34.2% | -7.2% | -27.0% | -31.5% |
| 6M | -48.7% | +5.5% | -54.1% | -51.5% |
| YTD | -26.1% | +9.5% | -35.6% | -31.7% |
| 1Y | -58.2% | +6.4% | -64.6% | -60.6% |
| 3Y | -28.1% | +59.8% | -87.9% | -49.1% |
| 5Y | -91.3% | +98.0% | -189.3% | -94.5% |
| 10Y | -82.1% | +177.4% | -259.5% | -89.7% |
| All | -82.1% | +185.2% | -267.3% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling