-68.3%
MARA vs PCG
+61.3%
-129.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +2.4% |
| 7D | +15.6% | +5.4% | +10.2% | +11.9% |
| 30D | +17.2% | -15.1% | +32.4% | +26.9% |
| 3M | -14.2% | -9.8% | -4.3% | -11.4% |
| 6M | +47.7% | -18.0% | +65.7% | +61.7% |
| YTD | +31.7% | -7.2% | +39.0% | +31.0% |
| 1Y | -22.2% | +2.9% | -25.0% | -28.9% |
| 3Y | +8.4% | -11.1% | +19.5% | +7.2% |
| 5Y | -68.3% | +61.8% | -130.1% | -82.1% |
| All | -68.3% | +61.3% | -129.5% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling