-58.7%
MARA vs PCG
-14.1%
-44.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.1% |
| 7D | -6.5% | +1.9% | -8.4% | -6.7% |
| 30D | -38.5% | +8.5% | -47.0% | -38.9% |
| 3M | -41.5% | -22.9% | -18.6% | -39.6% |
| 6M | -41.9% | -16.8% | -25.2% | -40.7% |
| YTD | -23.5% | -15.8% | -7.7% | -15.9% |
| 1Y | -58.7% | -16.0% | -42.7% | -52.1% |
| All | -58.7% | -14.1% | -44.6% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling