-31.3%
MARA vs PCOR
+43.8%
-75.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.2% |
| 7D | -6.2% | +22.7% | -28.9% | -16.4% |
| 30D | -38.7% | +37.5% | -76.2% | -48.6% |
| 3M | -40.4% | +35.2% | -75.6% | -50.5% |
| 6M | -51.3% | +42.2% | -93.5% | -61.4% |
| YTD | -29.3% | +3.6% | -32.8% | -33.1% |
| 1Y | -60.2% | -4.8% | -55.5% | -59.7% |
| 3Y | -31.3% | +48.3% | -79.6% | -43.2% |
| All | -31.3% | +43.8% | -75.1% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling