-90.1%
MARA vs GME
+398.4%
-488.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.8% |
| 7D | +15.6% | +0.4% | +15.2% | +15.6% |
| 30D | +17.2% | -1.4% | +18.7% | +17.6% |
| 3M | -14.2% | -15.1% | +1.0% | -12.3% |
| 6M | +47.7% | -22.5% | +70.2% | +52.6% |
| YTD | +31.7% | -5.9% | +37.7% | +32.2% |
| 1Y | -22.2% | -18.6% | -3.5% | -20.2% |
| 3Y | +8.4% | +6.7% | +1.8% | -5.4% |
| 5Y | -68.3% | -62.0% | -6.3% | -69.5% |
| 10Y | -74.9% | +239.5% | -314.3% | -88.4% |
| All | -90.1% | +398.4% | -488.5% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling