+13.5%
MARA vs GTLB
-10.3%
+23.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.9% |
| 7D | -1.5% | -4.1% | +2.6% | -0.1% |
| 30D | +18.1% | +12.3% | +5.8% | +11.8% |
| 3M | -9.4% | +65.9% | -75.3% | -28.2% |
| 6M | +33.4% | +104.0% | -70.6% | -5.7% |
| YTD | +27.3% | +26.0% | +1.3% | +11.0% |
| 1Y | -27.9% | -3.5% | -24.4% | -29.6% |
| All | +13.5% | -10.3% | +23.8% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling