-73.6%
MARA vs PCAR
+361.0%
-434.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +13.8% | -0.2% | +14.1% | +14.1% |
| 30D | +24.7% | -6.9% | +31.6% | +32.3% |
| 3M | -10.4% | +2.1% | -12.5% | -12.0% |
| 6M | +37.6% | +1.6% | +36.1% | +35.4% |
| YTD | +32.7% | +12.2% | +20.5% | +20.7% |
| 1Y | -25.2% | +28.0% | -53.2% | -39.1% |
| 3Y | +9.3% | +61.0% | -51.7% | -22.6% |
| 5Y | -69.3% | +163.9% | -233.3% | -84.3% |
| 10Y | -73.6% | +367.9% | -441.5% | -87.9% |
| All | -73.6% | +361.0% | -434.6% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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