-89.1%
MARA vs PBF
+303.9%
-393.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | +6.0% | +4.3% | +1.7% | +4.9% |
| 30D | +0.6% | +22.0% | -21.4% | -5.2% |
| 3M | -18.5% | +74.5% | -93.0% | -30.4% |
| 6M | +21.7% | +67.7% | -45.9% | +2.1% |
| YTD | +25.9% | +179.2% | -153.2% | -7.8% |
| 1Y | -25.1% | +170.0% | -195.1% | -45.5% |
| 3Y | -5.7% | +66.4% | -72.1% | -25.8% |
| 5Y | -73.9% | +764.5% | -838.4% | -87.7% |
| 10Y | -75.6% | +358.5% | -434.1% | -89.4% |
| All | -89.1% | +303.9% | -393.0% | -97.3% |
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