-56.9%
MARA vs GLXY
-38.8%
-18.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | +0.3% |
| 7D | +10.1% | +5.3% | +4.8% | +6.0% |
| 30D | -15.1% | -19.8% | +4.7% | -5.5% |
| 3M | -24.1% | -31.4% | +7.3% | -6.2% |
| 6M | -45.2% | -53.3% | +8.2% | -17.2% |
| YTD | -22.2% | -35.7% | +13.5% | -6.2% |
| 1Y | -45.3% | -47.2% | +1.9% | -27.7% |
| All | -56.9% | -38.8% | -18.1% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling