-93.9%
MARA vs PCG
-62.6%
-31.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.7% | +9.9% | +10.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -23.9% | +0.8% | -24.7% | -24.0% |
| 3M | -23.2% | -22.0% | -1.2% | -20.9% |
| 6M | -43.3% | -17.1% | -26.2% | -42.2% |
| YTD | -18.3% | -16.9% | -1.4% | -16.8% |
| 1Y | -52.9% | -19.1% | -33.8% | -51.9% |
| 3Y | -23.6% | -19.4% | -4.2% | -21.9% |
| 5Y | -88.7% | +9.0% | -97.7% | -88.8% |
| 10Y | -80.3% | -76.2% | -4.1% | -78.2% |
| All | -93.9% | -62.6% | -31.2% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling