+18.4%
MARA vs PBF
+55.5%
-37.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +13.8% | +1.4% | +12.5% | +13.6% |
| 30D | +24.7% | +15.8% | +8.8% | +20.3% |
| 3M | -10.4% | +90.3% | -100.7% | -22.9% |
| 6M | +37.6% | +102.8% | -65.2% | +12.8% |
| YTD | +32.7% | +187.3% | -154.6% | -2.8% |
| 1Y | -25.2% | +161.8% | -187.0% | -44.8% |
| All | +18.4% | +55.5% | -37.1% | +3.7% |
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