-90.4%
MARA vs PBR
+244.5%
-334.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.8% |
| 7D | -1.5% | +4.2% | -5.7% | -2.8% |
| 30D | +18.1% | +22.7% | -4.7% | +10.5% |
| 3M | -9.4% | +21.5% | -30.9% | -15.2% |
| 6M | +33.4% | +24.0% | +9.4% | +23.2% |
| YTD | +27.3% | +88.2% | -61.0% | +3.0% |
| 1Y | -27.9% | +74.8% | -102.7% | -40.5% |
| 3Y | +4.8% | +105.1% | -100.4% | -19.0% |
| 5Y | -68.0% | +572.2% | -640.3% | -83.2% |
| 10Y | -74.7% | +692.7% | -767.4% | -87.9% |
| All | -90.4% | +244.5% | -334.9% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling