+19.0%
MARA vs GPN
-27.6%
+46.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +5.9% | -4.6% | +10.5% | +8.8% |
| 30D | +24.3% | -0.3% | +24.5% | +23.4% |
| 3M | -12.0% | +35.4% | -47.4% | -30.7% |
| 6M | +40.1% | +21.7% | +18.5% | +17.8% |
| YTD | +33.4% | +14.9% | +18.5% | +14.1% |
| 1Y | -23.7% | +3.2% | -26.9% | -28.2% |
| 3Y | +19.0% | -27.1% | +46.1% | +98.8% |
| All | +19.0% | -27.6% | +46.6% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling