-57.4%
MARA vs PCAR
+9.3%
-66.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +2.0% |
| 7D | +3.3% | +2.9% | +0.4% | +1.1% |
| 30D | -31.2% | -2.1% | -29.1% | -30.1% |
| 3M | -34.2% | -20.4% | -13.8% | -21.9% |
| 6M | -48.7% | -7.0% | -41.7% | -45.8% |
| YTD | -26.1% | -2.6% | -23.4% | -24.5% |
| All | -57.4% | +9.3% | -66.7% | -60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling