-66.3%
MARA vs GPN
-44.5%
-21.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -4.3% | +10.2% | +9.4% |
| 30D | +24.3% | 0.0% | +24.3% | +22.8% |
| 3M | -12.0% | +35.8% | -47.8% | -35.1% |
| 6M | +40.1% | +22.0% | +18.1% | +11.5% |
| YTD | +33.4% | +15.2% | +18.2% | +7.3% |
| 1Y | -23.7% | +3.5% | -27.2% | -31.9% |
| 3Y | +19.0% | -26.9% | +45.9% | +52.2% |
| All | -66.3% | -44.5% | -21.8% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling