-93.1%
MARA vs PBF
+287.3%
-380.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -6.5% |
| 7D | +22.4% | +4.3% | +18.2% | +21.0% |
| 30D | -21.0% | -21.8% | +0.8% | -16.3% |
| 3M | -25.3% | +1.7% | -27.0% | -26.9% |
| 6M | -43.4% | +69.8% | -113.2% | -52.0% |
| YTD | -19.8% | +167.7% | -187.6% | -41.2% |
| 1Y | -50.0% | +89.0% | -139.0% | -60.0% |
| 3Y | -25.1% | +78.8% | -103.9% | -42.4% |
| 5Y | -90.5% | +415.4% | -505.9% | -94.9% |
| 10Y | -80.4% | +263.1% | -343.5% | -91.0% |
| All | -93.1% | +287.3% | -380.4% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling