-90.5%
MARA vs GEN
+436.5%
-527.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.1% |
| 7D | +6.0% | -1.2% | +7.2% | +7.0% |
| 30D | +0.6% | +10.1% | -9.5% | -5.8% |
| 3M | -18.5% | +16.1% | -34.6% | -27.5% |
| 6M | +21.7% | +38.9% | -17.1% | -5.3% |
| YTD | +25.9% | +14.4% | +11.5% | +11.2% |
| 1Y | -25.1% | +5.9% | -31.0% | -30.5% |
| 3Y | -5.7% | +58.8% | -64.5% | -33.8% |
| 5Y | -73.9% | +24.7% | -98.6% | -78.3% |
| 10Y | -75.6% | +163.1% | -238.7% | -86.5% |
| All | -90.5% | +436.5% | -527.1% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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