-72.5%
MARA vs GTLB
-50.1%
-22.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.1% |
| 7D | +5.9% | -5.7% | +11.6% | +8.5% |
| 30D | +24.3% | +15.1% | +9.1% | +15.0% |
| 3M | -12.0% | +65.5% | -77.4% | -33.0% |
| 6M | +40.1% | +102.9% | -62.8% | -6.3% |
| YTD | +33.4% | +25.2% | +8.2% | +11.3% |
| 1Y | -23.7% | -5.5% | -18.2% | -28.1% |
| 3Y | +19.0% | -10.9% | +29.9% | +7.4% |
| All | -72.5% | -50.1% | -22.4% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling