+19.0%
MARA vs GWRE
+50.1%
-31.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | +5.9% | -13.2% | +19.2% | +9.7% |
| 30D | +24.3% | -18.6% | +42.9% | +29.5% |
| 3M | -12.0% | +18.9% | -30.9% | -22.3% |
| 6M | +40.1% | -11.0% | +51.1% | +37.7% |
| YTD | +33.4% | -29.9% | +63.3% | +45.7% |
| 1Y | -23.7% | -44.3% | +20.6% | -4.8% |
| 3Y | +19.0% | +51.7% | -32.7% | -40.3% |
| All | +19.0% | +50.1% | -31.1% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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