-90.5%
MARA vs PCOR
-12.9%
-77.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.7% |
| 7D | +22.4% | +2.2% | +20.3% | +20.6% |
| 30D | -21.0% | +37.4% | -58.4% | -40.1% |
| 3M | -25.3% | +33.2% | -58.5% | -43.6% |
| 6M | -43.4% | +60.6% | -104.0% | -65.0% |
| YTD | -19.8% | +6.2% | -26.0% | -33.7% |
| 1Y | -50.0% | -1.1% | -49.0% | -55.7% |
| 3Y | -25.1% | +48.4% | -73.5% | -59.3% |
| 5Y | -90.5% | -13.1% | -77.4% | -91.0% |
| All | -90.5% | -12.9% | -77.6% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling