-71.3%
MARA vs PCAR
+168.1%
-239.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +6.0% | -0.5% | +6.5% | +6.8% |
| 30D | +0.6% | -6.2% | +6.9% | +8.3% |
| 3M | -18.5% | +5.9% | -24.4% | -23.5% |
| 6M | +21.7% | +0.4% | +21.3% | +20.4% |
| YTD | +25.9% | +14.8% | +11.1% | +6.7% |
| 1Y | -25.1% | +30.1% | -55.3% | -45.6% |
| 3Y | -5.7% | +66.6% | -72.4% | -49.1% |
| All | -71.3% | +168.1% | -239.4% | -92.0% |
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