-73.6%
MARA vs PCG
-76.0%
+2.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.3% |
| 7D | +13.8% | +6.5% | +7.4% | +12.9% |
| 30D | +24.7% | -16.7% | +41.4% | +27.3% |
| 3M | -10.4% | -14.2% | +3.7% | -9.0% |
| 6M | +37.6% | -21.5% | +59.1% | +41.4% |
| YTD | +32.7% | -11.2% | +43.9% | +34.0% |
| 1Y | -25.2% | -4.2% | -21.0% | -25.2% |
| 3Y | +9.3% | -14.9% | +24.1% | +10.9% |
| 5Y | -69.3% | +54.2% | -123.6% | -70.4% |
| 10Y | -73.6% | -75.3% | +1.7% | -73.8% |
| All | -73.6% | -76.0% | +2.4% | -73.8% |
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