-91.6%
MARA vs GD
+94.5%
-186.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +8.5% |
| 7D | -6.2% | -5.0% | -1.2% | -2.0% |
| 30D | -38.7% | +8.9% | -47.6% | -43.1% |
| 3M | -40.4% | -8.0% | -32.3% | -36.9% |
| 6M | -51.3% | +2.9% | -54.2% | -53.9% |
| YTD | -29.3% | +7.1% | -36.4% | -35.3% |
| 1Y | -60.2% | +5.9% | -66.1% | -63.2% |
| 3Y | -31.3% | +53.9% | -85.1% | -56.9% |
| All | -91.6% | +94.5% | -186.1% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling