-66.3%
MARA vs GNRC
-58.7%
-7.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +41.1% |
| 3M | -12.0% | -27.3% | +15.4% | +9.5% |
| 6M | +40.1% | -12.1% | +52.2% | +44.9% |
| YTD | +33.4% | +37.1% | -3.7% | -5.4% |
| 1Y | -23.7% | -0.5% | -23.3% | -30.6% |
| 3Y | +19.0% | +61.5% | -42.6% | -29.4% |
| All | -66.3% | -58.7% | -7.6% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling