-45.2%
MARA vs GEHC
+34.7%
-79.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.4% | -2.5% |
| 7D | +10.1% | +0.8% | +9.3% | +10.3% |
| 30D | -15.1% | +21.3% | -36.4% | -9.4% |
| 3M | -24.1% | +12.6% | -36.7% | -21.7% |
| 6M | -45.2% | +34.3% | -79.5% | -41.2% |
| All | -45.2% | +34.7% | -79.9% | -41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling