-55.6%
MARA vs GLXY
-35.4%
-20.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.9% | -1.1% | -3.0% |
| 7D | +22.4% | +16.9% | +5.5% | +10.7% |
| 30D | -21.0% | -23.0% | +2.0% | -9.6% |
| 3M | -25.3% | -28.0% | +2.7% | -10.3% |
| 6M | -43.4% | -51.6% | +8.2% | -16.4% |
| YTD | -19.8% | -32.1% | +12.3% | -6.5% |
| 1Y | -50.0% | -51.5% | +1.4% | -31.5% |
| All | -55.6% | -35.4% | -20.2% | -47.6% |
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