-25.1%
MARA vs GTLB
+14.4%
-39.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | +6.0% | +11.1% | -5.1% | +4.5% |
| 30D | +0.6% | +37.8% | -37.2% | -4.2% |
| 3M | -18.5% | +61.6% | -80.1% | -24.7% |
| 6M | +21.7% | +98.9% | -77.2% | +7.4% |
| YTD | +25.9% | +32.8% | -6.8% | +20.1% |
| 1Y | -25.1% | +14.7% | -39.8% | -21.2% |
| All | -25.1% | +14.4% | -39.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling