-59.9%
MARA vs GDDY
-12.5%
-47.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.3% | -3.0% |
| 7D | -6.5% | +11.1% | -17.6% | -3.8% |
| 30D | -38.5% | +18.6% | -57.1% | -35.6% |
| 3M | -41.5% | +32.8% | -74.3% | -36.6% |
| 6M | -41.9% | +34.0% | -76.0% | -36.0% |
| YTD | -23.5% | -4.6% | -18.9% | -28.3% |
| All | -59.9% | -12.5% | -47.4% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling