-66.3%
MARA vs GRMN
+81.6%
-148.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +1.3% |
| 7D | +5.9% | +2.4% | +3.5% | +3.8% |
| 30D | +24.3% | -8.5% | +32.7% | +33.7% |
| 3M | -12.0% | +19.5% | -31.4% | -28.5% |
| 6M | +40.1% | +21.2% | +18.9% | +12.5% |
| YTD | +33.4% | +41.0% | -7.6% | -7.7% |
| 1Y | -23.7% | +19.6% | -43.3% | -38.7% |
| 3Y | +19.0% | +183.8% | -164.8% | -72.2% |
| All | -66.3% | +81.6% | -148.0% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling