-23.7%
MARA vs GRMN
+21.5%
-45.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +3.2% |
| 7D | +5.9% | +2.4% | +3.5% | +5.0% |
| 30D | +24.3% | -8.5% | +32.7% | +28.3% |
| 3M | -12.0% | +19.5% | -31.4% | -21.1% |
| 6M | +40.1% | +21.2% | +18.9% | +24.0% |
| YTD | +33.4% | +41.0% | -7.6% | +4.0% |
| 1Y | -23.7% | +19.6% | -43.3% | -35.2% |
| All | -23.7% | +21.5% | -45.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GRMN 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling