-58.7%
MARA vs GEHC
+15.6%
-74.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.4% | -4.3% |
| 7D | -6.5% | +13.2% | -19.7% | -7.2% |
| 30D | -38.5% | +30.6% | -69.1% | -39.5% |
| 3M | -41.5% | +22.2% | -63.7% | -42.3% |
| 6M | -41.9% | +40.8% | -82.8% | -45.0% |
| YTD | -23.5% | +4.8% | -28.3% | -21.5% |
| 1Y | -58.7% | +15.7% | -74.4% | -62.3% |
| All | -58.7% | +15.6% | -74.2% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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