-74.1%
MARA vs GM
+240.0%
-314.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.3% |
| 7D | +5.9% | -2.4% | +8.4% | +7.8% |
| 30D | +24.3% | -1.1% | +25.4% | +25.1% |
| 3M | -12.0% | +6.1% | -18.1% | -17.2% |
| 6M | +40.1% | +15.0% | +25.2% | +22.8% |
| YTD | +33.4% | +6.0% | +27.4% | +25.6% |
| 1Y | -23.7% | +47.1% | -70.8% | -47.2% |
| 3Y | +19.0% | +170.5% | -151.5% | -53.5% |
| 5Y | -66.5% | +80.5% | -147.0% | -80.7% |
| All | -74.1% | +240.0% | -314.1% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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