-74.1%
MARA vs GME
+285.6%
-359.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +4.3% |
| 7D | +5.9% | +10.4% | -4.5% | +4.6% |
| 30D | +24.3% | +14.1% | +10.2% | +22.2% |
| 3M | -12.0% | -4.6% | -7.3% | -11.6% |
| 6M | +40.1% | -13.5% | +53.6% | +42.3% |
| YTD | +33.4% | +5.3% | +28.1% | +31.9% |
| 1Y | -23.7% | -14.9% | -8.9% | -22.4% |
| 3Y | +19.0% | +24.3% | -5.3% | +3.6% |
| 5Y | -66.5% | -55.6% | -10.9% | -68.3% |
| All | -74.1% | +285.6% | -359.7% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling