+163.4%
MARA vs GEHC
+2.6%
+160.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.3% |
| 7D | -1.5% | -7.9% | +6.4% | +3.4% |
| 30D | +18.1% | -11.7% | +29.8% | +26.9% |
| 3M | -9.4% | +0.8% | -10.2% | -13.3% |
| 6M | +33.4% | -11.6% | +45.0% | +38.8% |
| YTD | +27.3% | -21.6% | +48.8% | +43.9% |
| 1Y | -27.9% | -15.3% | -12.6% | -24.0% |
| 3Y | +4.8% | -0.5% | +5.3% | -10.9% |
| All | +163.4% | +2.6% | +160.8% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling