-45.2%
MARA vs GD
+7.4%
-52.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.5% | +9.1% | +11.0% |
| 7D | +2.5% | -1.9% | +4.4% | +0.8% |
| 30D | -23.9% | +10.9% | -34.9% | -19.1% |
| 3M | -23.2% | -6.8% | -16.5% | -24.6% |
| All | -45.2% | +7.4% | -52.6% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling