-79.2%
MARA vs GD
+174.7%
-253.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +11.5% | +0.6% | +10.9% | +11.4% |
| 30D | -18.9% | +9.5% | -28.3% | -23.8% |
| 3M | -20.9% | -5.8% | -15.0% | -18.3% |
| 6M | -42.8% | +7.7% | -50.5% | -46.7% |
| YTD | -14.7% | +11.1% | -25.8% | -21.9% |
| 1Y | -47.6% | +6.1% | -53.7% | -50.5% |
| 3Y | -20.3% | +59.8% | -80.1% | -43.6% |
| 5Y | -89.2% | +104.6% | -193.8% | -93.3% |
| 10Y | -79.2% | +170.6% | -249.7% | -87.7% |
| All | -79.2% | +174.7% | -253.9% | -87.7% |
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