-25.1%
MARA vs GME
-15.8%
-9.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +6.0% | +7.2% | -1.2% | +3.2% |
| 30D | +0.6% | +0.8% | -0.2% | +0.4% |
| 3M | -18.5% | -14.0% | -4.6% | -14.5% |
| 6M | +21.7% | -19.7% | +41.5% | +28.6% |
| YTD | +25.9% | -4.6% | +30.5% | +16.9% |
| 1Y | -25.1% | -14.3% | -10.8% | -30.1% |
| All | -25.1% | -15.8% | -9.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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