-25.2%
MARA vs PCG
-1.5%
-23.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.4% |
| 7D | +13.8% | +6.5% | +7.4% | +12.8% |
| 30D | +24.7% | -16.7% | +41.4% | +28.5% |
| 3M | -10.4% | -14.2% | +3.7% | -8.1% |
| 6M | +37.6% | -21.5% | +59.1% | +44.6% |
| YTD | +32.7% | -11.2% | +43.9% | +39.2% |
| 1Y | -25.2% | -4.2% | -21.0% | -16.8% |
| All | -25.2% | -1.5% | -23.7% | -16.8% |
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 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