-91.6%
MARA vs PCAR
+101.4%
-193.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.4% | +10.4% | +10.6% |
| 7D | -6.2% | +0.1% | -6.3% | -6.7% |
| 30D | -38.7% | -4.6% | -34.1% | -36.0% |
| 3M | -40.4% | -22.6% | -17.8% | -21.8% |
| 6M | -51.3% | -12.0% | -39.3% | -45.1% |
| YTD | -29.3% | -6.1% | -23.2% | -26.4% |
| 1Y | -60.2% | +6.3% | -66.5% | -64.4% |
| 3Y | -31.3% | +31.8% | -63.1% | -52.8% |
| All | -91.6% | +101.4% | -193.0% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling