+327.9%
MARA vs GH
+467.1%
-139.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.3% |
| 7D | +5.9% | -2.5% | +8.4% | +7.1% |
| 30D | +24.3% | -4.7% | +29.0% | +27.0% |
| 3M | -12.0% | +20.2% | -32.2% | -20.1% |
| 6M | +40.1% | +78.8% | -38.7% | +5.2% |
| YTD | +33.4% | +54.1% | -20.7% | +6.4% |
| 1Y | -23.7% | +177.1% | -200.8% | -55.4% |
| 3Y | +19.0% | +371.6% | -352.7% | -52.1% |
| 5Y | -66.5% | +21.9% | -88.4% | -78.1% |
| All | +327.9% | +467.1% | -139.3% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling