-95.1%
MARA vs GD
+626.7%
-721.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.3% | -12.1% | -12.9% |
| 7D | -18.0% | -3.9% | -14.1% | -15.6% |
| 30D | -46.4% | +8.1% | -54.5% | -49.3% |
| 3M | -47.7% | -6.8% | -40.9% | -45.8% |
| 6M | -51.6% | +3.0% | -54.6% | -53.6% |
| YTD | -34.5% | +7.8% | -42.3% | -38.9% |
| 1Y | -65.7% | +5.8% | -71.5% | -67.5% |
| 3Y | -37.5% | +55.3% | -92.8% | -54.9% |
| 5Y | -90.8% | +96.7% | -187.5% | -94.2% |
| 10Y | -82.6% | +195.4% | -278.0% | -92.3% |
| All | -95.1% | +626.7% | -721.8% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling