-23.9%
MARA vs GD
+58.2%
-82.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | +2.7% | +7.4% | +8.5% |
| 30D | -15.1% | +8.6% | -23.7% | -19.3% |
| 3M | -24.1% | -7.1% | -17.0% | -20.6% |
| 6M | -45.2% | +7.5% | -52.6% | -49.1% |
| YTD | -22.2% | +9.9% | -32.1% | -28.4% |
| 1Y | -45.3% | +7.6% | -52.9% | -48.8% |
| 3Y | -23.9% | +56.2% | -80.1% | -40.7% |
| All | -23.9% | +58.2% | -82.0% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling