-74.1%
MARA vs GPC
+86.4%
-160.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | +5.9% | -3.2% | +9.1% | +7.9% |
| 30D | +24.3% | +0.5% | +23.7% | +23.4% |
| 3M | -12.0% | +31.7% | -43.7% | -28.9% |
| 6M | +40.1% | +24.7% | +15.4% | +17.1% |
| YTD | +33.4% | +11.8% | +21.6% | +18.4% |
| 1Y | -23.7% | -3.0% | -20.8% | -25.9% |
| 3Y | +19.0% | -1.1% | +20.1% | +10.8% |
| 5Y | -66.5% | +30.5% | -97.0% | -71.8% |
| All | -74.1% | +86.4% | -160.5% | -82.6% |
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