-23.7%
MARA vs GEHC
-15.7%
-8.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +5.9% | -7.2% | +13.1% | +6.9% |
| 30D | +24.3% | -11.6% | +35.8% | +26.3% |
| 3M | -12.0% | -0.8% | -11.1% | -13.2% |
| 6M | +40.1% | -11.9% | +52.0% | +44.2% |
| YTD | +33.4% | -21.9% | +55.4% | +43.4% |
| 1Y | -23.7% | -17.8% | -5.9% | -22.9% |
| All | -23.7% | -15.7% | -8.1% | -22.9% |
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