-87.4%
MARA vs PCAR
+114.3%
-201.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.3% |
| 7D | +10.1% | +4.9% | +5.1% | +4.7% |
| 30D | -15.1% | -1.4% | -13.6% | -14.0% |
| 3M | -24.1% | -18.1% | -6.0% | -6.0% |
| 6M | -45.2% | -4.0% | -41.2% | -43.6% |
| YTD | -22.2% | -1.5% | -20.7% | -22.9% |
| 1Y | -45.3% | +13.2% | -58.5% | -54.4% |
| 3Y | -23.9% | +35.8% | -59.7% | -49.3% |
| All | -87.4% | +114.3% | -201.7% | -95.9% |
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 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