-74.1%
MARA vs GDDY
+207.2%
-281.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +3.7% |
| 7D | +5.9% | -3.2% | +9.1% | +7.4% |
| 30D | +24.3% | +6.8% | +17.5% | +16.6% |
| 3M | -12.0% | +30.5% | -42.4% | -32.6% |
| 6M | +40.1% | +13.3% | +26.8% | +15.3% |
| YTD | +33.4% | -21.0% | +54.4% | +38.8% |
| 1Y | -23.7% | -34.0% | +10.3% | -8.0% |
| 3Y | +19.0% | +33.1% | -14.1% | -23.8% |
| 5Y | -66.5% | +30.3% | -96.8% | -76.6% |
| All | -74.1% | +207.2% | -281.3% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling