-82.2%
MARA vs PCAR
+288.5%
-370.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.2% |
| 7D | +10.1% | +4.9% | +5.1% | +6.1% |
| 30D | -15.1% | -1.4% | -13.6% | -14.2% |
| 3M | -24.1% | -18.1% | -6.0% | -11.0% |
| 6M | -45.2% | -4.0% | -41.2% | -43.7% |
| YTD | -22.2% | -1.5% | -20.7% | -21.7% |
| 1Y | -45.3% | +13.2% | -58.5% | -51.2% |
| 3Y | -23.9% | +35.8% | -59.7% | -38.8% |
| 5Y | -90.8% | +114.6% | -205.4% | -94.6% |
| All | -82.2% | +288.5% | -370.7% | -89.6% |
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