-66.3%
MARA vs GDDY
+29.8%
-96.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +3.8% |
| 7D | +5.9% | -3.2% | +9.1% | +7.3% |
| 30D | +24.3% | +6.8% | +17.5% | +17.5% |
| 3M | -12.0% | +30.5% | -42.4% | -32.0% |
| 6M | +40.1% | +13.3% | +26.8% | +16.3% |
| YTD | +33.4% | -21.0% | +54.4% | +45.3% |
| 1Y | -23.7% | -34.0% | +10.3% | -1.1% |
| 3Y | +19.0% | +33.1% | -14.1% | -36.0% |
| All | -66.3% | +29.8% | -96.1% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling