-75.3%
MARA vs GRMN
+646.1%
-721.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.5% | -1.8% | +0.3% | -0.1% |
| 30D | +18.1% | -12.1% | +30.2% | +31.1% |
| 3M | -9.4% | +18.0% | -27.4% | -25.2% |
| 6M | +33.4% | +13.7% | +19.7% | +13.9% |
| YTD | +27.3% | +35.3% | -8.0% | -6.9% |
| 1Y | -27.9% | +17.2% | -45.2% | -40.6% |
| 3Y | +4.8% | +179.6% | -174.9% | -66.4% |
| 5Y | -68.0% | +75.6% | -143.6% | -83.8% |
| All | -75.3% | +646.1% | -721.3% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling