-90.4%
MARA vs GM
+423.7%
-514.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -6.3% |
| 7D | -1.5% | -1.1% | -0.4% | -1.0% |
| 30D | +18.1% | -3.4% | +21.5% | +21.0% |
| 3M | -9.4% | +8.7% | -18.1% | -16.0% |
| 6M | +33.4% | +15.4% | +18.0% | +17.7% |
| YTD | +27.3% | +6.6% | +20.7% | +20.0% |
| 1Y | -27.9% | +51.5% | -79.4% | -50.0% |
| 3Y | +4.8% | +169.3% | -164.6% | -55.5% |
| 5Y | -68.0% | +81.6% | -149.6% | -80.6% |
| 10Y | -74.7% | +240.7% | -315.3% | -90.4% |
| All | -90.4% | +423.7% | -514.1% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling