+18.4%
MARA vs GEHC
+0.3%
+18.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.9% |
| 7D | +13.8% | -7.6% | +21.5% | +18.1% |
| 30D | +24.7% | -10.7% | +35.3% | +31.3% |
| 3M | -10.4% | -1.2% | -9.2% | -12.3% |
| 6M | +37.6% | -13.7% | +51.4% | +45.3% |
| YTD | +32.7% | -20.4% | +53.2% | +46.7% |
| 1Y | -25.2% | -17.0% | -8.1% | -20.2% |
| All | +18.4% | +0.3% | +18.1% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling