-90.5%
MARA vs PCAR
+651.2%
-741.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | -0.5% | +6.5% | +6.6% |
| 30D | +0.6% | -6.2% | +6.9% | +6.0% |
| 3M | -18.5% | +5.9% | -24.4% | -21.8% |
| 6M | +21.7% | +0.4% | +21.3% | +21.4% |
| YTD | +25.9% | +14.8% | +11.1% | +13.3% |
| 1Y | -25.1% | +30.1% | -55.3% | -39.0% |
| 3Y | -5.7% | +66.7% | -72.4% | -33.7% |
| 5Y | -73.9% | +166.1% | -240.1% | -86.3% |
| 10Y | -75.6% | +353.7% | -429.3% | -90.3% |
| All | -90.5% | +651.2% | -741.7% | -97.7% |
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