-27.9%
MARA vs GLXY
-10.0%
-17.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -1.4% |
| 7D | -1.5% | -8.9% | +7.5% | +4.7% |
| 30D | +18.1% | +19.9% | -1.8% | +5.2% |
| 3M | -9.4% | -20.0% | +10.5% | +3.0% |
| 6M | +33.4% | +10.5% | +22.8% | +19.5% |
| YTD | +27.3% | +7.9% | +19.4% | +9.3% |
| 1Y | -27.9% | -7.5% | -20.5% | -36.5% |
| All | -27.9% | -10.0% | -17.9% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling