-23.2%
MARA vs PCG
-23.6%
+0.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.7% | +9.9% | +10.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -23.9% | +0.8% | -24.7% | -23.9% |
| 3M | -23.2% | -22.0% | -1.2% | -20.4% |
| All | -23.2% | -23.6% | +0.3% | -20.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling