-75.3%
MARA vs PBF
+367.4%
-442.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | +18.1% | +11.6% | +6.5% | +14.0% |
| 3M | -9.4% | +81.7% | -91.2% | -23.5% |
| 6M | +33.4% | +96.4% | -63.1% | +7.6% |
| YTD | +27.3% | +189.5% | -162.2% | -8.0% |
| 1Y | -27.9% | +180.7% | -208.7% | -48.3% |
| 3Y | +4.8% | +56.6% | -51.9% | -16.3% |
| 5Y | -68.0% | +802.0% | -870.0% | -85.3% |
| All | -75.3% | +367.4% | -442.7% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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