-90.5%
MARA vs GPC
+221.4%
-312.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | +6.0% | +1.2% | +4.8% | +5.3% |
| 30D | +0.6% | +6.0% | -5.3% | -3.1% |
| 3M | -18.5% | +42.6% | -61.1% | -36.8% |
| 6M | +21.7% | +22.8% | -1.0% | +3.3% |
| YTD | +25.9% | +15.5% | +10.5% | +10.3% |
| 1Y | -25.1% | +2.0% | -27.2% | -29.4% |
| 3Y | -5.7% | -1.4% | -4.3% | -11.4% |
| 5Y | -73.9% | +30.6% | -104.5% | -78.0% |
| 10Y | -75.6% | +80.6% | -156.2% | -83.3% |
| All | -90.5% | +221.4% | -312.0% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling