-74.1%
MARA vs PBR
+697.0%
-771.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.7% | +5.2% |
| 7D | +5.9% | +5.4% | +0.6% | +3.4% |
| 30D | +24.3% | +22.9% | +1.4% | +13.0% |
| 3M | -12.0% | +19.6% | -31.6% | -19.5% |
| 6M | +40.1% | +16.5% | +23.6% | +28.5% |
| YTD | +33.4% | +86.7% | -53.2% | -1.7% |
| 1Y | -23.7% | +74.7% | -98.5% | -42.3% |
| 3Y | +19.0% | +102.6% | -83.6% | -18.5% |
| 5Y | -66.5% | +566.6% | -633.1% | -87.7% |
| All | -74.1% | +697.0% | -771.0% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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