-94.7%
MARA vs PCAR
+514.3%
-609.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.4% | +10.4% | +9.8% |
| 7D | -6.2% | +0.1% | -6.3% | -6.6% |
| 30D | -38.7% | -4.6% | -34.1% | -36.8% |
| 3M | -40.4% | -22.6% | -17.8% | -27.8% |
| 6M | -51.3% | -12.0% | -39.3% | -46.7% |
| YTD | -29.3% | -6.1% | -23.2% | -26.3% |
| 1Y | -60.2% | +6.3% | -66.5% | -62.4% |
| 3Y | -31.3% | +31.8% | -63.1% | -42.7% |
| 5Y | -90.1% | +104.2% | -194.2% | -93.7% |
| 10Y | -81.2% | +302.9% | -384.1% | -91.8% |
| All | -94.7% | +514.3% | -609.0% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling