-74.1%
MARA vs GNRC
+448.8%
-522.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +2.6% |
| 7D | +5.9% | -0.2% | +6.1% | +6.2% |
| 30D | +24.3% | -15.7% | +40.0% | +40.8% |
| 3M | -12.0% | -27.3% | +15.4% | +9.1% |
| 6M | +40.1% | -12.1% | +52.2% | +45.2% |
| YTD | +33.4% | +37.1% | -3.7% | -3.5% |
| 1Y | -23.7% | -0.5% | -23.3% | -30.0% |
| 3Y | +19.0% | +61.5% | -42.6% | -26.8% |
| 5Y | -66.5% | -58.6% | -7.9% | -44.3% |
| All | -74.1% | +448.8% | -522.9% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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