-72.9%
MARA vs GTLB
-50.0%
-22.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +10.0% | +7.1% |
| 7D | +15.6% | +4.6% | +11.1% | +12.7% |
| 30D | +17.2% | +21.0% | -3.7% | +5.8% |
| 3M | -14.2% | +51.7% | -65.9% | -31.7% |
| 6M | +47.7% | +89.3% | -41.6% | +2.2% |
| YTD | +31.7% | +25.6% | +6.1% | +9.8% |
| 1Y | -22.2% | -1.5% | -20.6% | -28.1% |
| 3Y | +8.4% | -9.9% | +18.4% | -2.6% |
| All | -72.9% | -50.0% | -22.9% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling