-60.2%
MARA vs GD
+5.1%
-65.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +8.2% |
| 7D | -6.2% | -5.0% | -1.2% | -4.5% |
| 30D | -38.7% | +8.9% | -47.6% | -40.5% |
| 3M | -40.4% | -8.0% | -32.3% | -38.1% |
| 6M | -51.3% | +2.9% | -54.2% | -53.4% |
| YTD | -29.3% | +7.1% | -36.4% | -34.1% |
| 1Y | -60.2% | +5.9% | -66.1% | -62.2% |
| All | -60.2% | +5.1% | -65.3% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling