-90.5%
MARA vs GD
+102.3%
-192.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.1% |
| 7D | +22.4% | +1.9% | +20.6% | +20.8% |
| 30D | -21.0% | +9.2% | -30.2% | -26.6% |
| 3M | -25.3% | -7.5% | -17.9% | -21.0% |
| 6M | -43.4% | +5.8% | -49.2% | -47.5% |
| YTD | -19.8% | +9.8% | -29.6% | -28.0% |
| 1Y | -50.0% | +5.8% | -55.8% | -53.4% |
| 3Y | -25.1% | +58.0% | -83.1% | -53.8% |
| 5Y | -90.5% | +100.4% | -190.9% | -95.3% |
| All | -90.5% | +102.3% | -192.8% | -95.3% |
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