-79.2%
MARA vs PCG
-76.4%
-2.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.5% |
| 7D | +11.5% | -2.2% | +13.7% | +11.9% |
| 30D | -18.9% | -0.5% | -18.4% | -18.8% |
| 3M | -20.9% | -24.0% | +3.1% | -18.2% |
| 6M | -42.8% | -18.6% | -24.2% | -41.6% |
| YTD | -14.7% | -17.7% | +3.0% | -13.0% |
| 1Y | -47.6% | -20.0% | -27.6% | -46.4% |
| 3Y | -20.3% | -20.2% | -0.1% | -18.4% |
| 5Y | -89.2% | +8.4% | -97.5% | -89.2% |
| 10Y | -79.2% | -76.4% | -2.8% | -79.9% |
| All | -79.2% | -76.4% | -2.8% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling