+160.6%
MARA vs GEHC
+10.0%
+150.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.8% |
| 7D | +6.0% | -4.0% | +10.0% | +8.6% |
| 30D | +0.6% | -2.0% | +2.6% | +1.5% |
| 3M | -18.5% | +8.0% | -26.5% | -25.2% |
| 6M | +21.7% | -12.8% | +34.5% | +29.8% |
| YTD | +25.9% | -15.9% | +41.9% | +36.7% |
| 1Y | -25.1% | -6.9% | -18.2% | -25.8% |
| 3Y | -5.7% | 0.0% | -5.7% | -16.9% |
| All | +160.6% | +10.0% | +150.6% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling