-79.2%
MARA vs GPC
+78.6%
-157.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.8% |
| 7D | +11.5% | -2.1% | +13.6% | +12.9% |
| 30D | -18.9% | -4.5% | -14.3% | -17.1% |
| 3M | -20.9% | -7.7% | -13.2% | -18.0% |
| 6M | -42.8% | +24.3% | -67.1% | -52.7% |
| YTD | -14.7% | +3.5% | -18.2% | -21.4% |
| 1Y | -47.6% | +0.7% | -48.4% | -51.1% |
| 3Y | -20.3% | 0.0% | -20.3% | -27.1% |
| 5Y | -89.2% | +5.8% | -95.0% | -89.9% |
| 10Y | -79.2% | +75.8% | -154.9% | -85.6% |
| All | -79.2% | +78.6% | -157.8% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling