-82.1%
MARA vs PCAR
+326.7%
-408.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +1.6% |
| 7D | +3.3% | +2.9% | +0.4% | +0.7% |
| 30D | -31.2% | -2.1% | -29.1% | -30.2% |
| 3M | -34.2% | -20.4% | -13.8% | -21.2% |
| 6M | -48.7% | -7.0% | -41.7% | -46.1% |
| YTD | -26.1% | -2.6% | -23.4% | -25.0% |
| 1Y | -58.2% | +9.8% | -67.9% | -61.7% |
| 3Y | -28.1% | +37.3% | -65.3% | -42.6% |
| 5Y | -91.3% | +116.4% | -207.7% | -94.9% |
| 10Y | -82.1% | +293.0% | -375.1% | -89.6% |
| All | -82.1% | +326.7% | -408.8% | -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