-58.7%
MARA vs GPC
+6.5%
-65.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -3.9% |
| 7D | -6.5% | +4.1% | -10.7% | -6.2% |
| 30D | -38.5% | +0.1% | -38.6% | -38.4% |
| 3M | -41.5% | -3.9% | -37.6% | -41.6% |
| 6M | -41.9% | +24.4% | -66.3% | -46.3% |
| YTD | -23.5% | +5.7% | -29.2% | -23.4% |
| 1Y | -58.7% | +6.8% | -65.4% | -57.6% |
| All | -58.7% | +6.5% | -65.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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