-23.9%
MARA vs PBF
+80.0%
-103.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +10.1% | +6.5% | +3.6% | +8.7% |
| 30D | -15.1% | -20.0% | +4.9% | -11.7% |
| 3M | -24.1% | -3.3% | -20.8% | -24.5% |
| 6M | -45.2% | +76.8% | -122.0% | -52.7% |
| YTD | -22.2% | +168.9% | -191.1% | -42.9% |
| 1Y | -45.3% | +96.4% | -141.7% | -56.1% |
| 3Y | -23.9% | +77.2% | -101.1% | -36.1% |
| All | -23.9% | +80.0% | -103.9% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling