-47.6%
MARA vs PCG
-20.1%
-27.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.5% |
| 7D | +11.5% | -2.2% | +13.7% | +11.7% |
| 30D | -18.9% | -0.5% | -18.4% | -18.8% |
| 3M | -20.9% | -24.0% | +3.1% | -18.1% |
| 6M | -42.8% | -18.6% | -24.2% | -41.4% |
| YTD | -14.7% | -17.7% | +3.0% | -5.7% |
| 1Y | -47.6% | -20.0% | -27.6% | -36.9% |
| All | -47.6% | -20.1% | -27.6% | -36.9% |
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 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