-90.5%
MARA vs GD
+629.4%
-719.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.3% |
| 7D | +6.0% | -5.3% | +11.3% | +9.9% |
| 30D | +0.6% | -6.4% | +7.1% | +4.6% |
| 3M | -18.5% | +5.7% | -24.2% | -22.6% |
| 6M | +21.7% | -0.9% | +22.7% | +20.3% |
| YTD | +25.9% | +8.2% | +17.8% | +17.9% |
| 1Y | -25.1% | +13.4% | -38.6% | -32.1% |
| 3Y | -5.7% | +68.5% | -74.2% | -35.5% |
| 5Y | -73.9% | +97.2% | -171.1% | -83.5% |
| 10Y | -75.6% | +190.2% | -265.8% | -89.0% |
| All | -90.5% | +629.4% | -719.9% | -97.8% |
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 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