-45.5%
MARA vs PCOR
-35.6%
-10.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +3.5% |
| 7D | +13.8% | -9.0% | +22.9% | +22.1% |
| 30D | +24.7% | -7.0% | +31.7% | +30.1% |
| 3M | -10.4% | +18.3% | -28.8% | -25.1% |
| 6M | +37.6% | -7.8% | +45.4% | +34.3% |
| YTD | +32.7% | -25.6% | +58.3% | +50.7% |
| 1Y | -25.2% | -22.7% | -2.5% | -18.9% |
| 3Y | +9.3% | -17.7% | +26.9% | +2.1% |
| 5Y | -69.3% | -42.0% | -27.3% | -64.6% |
| All | -45.5% | -35.6% | -10.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling