-71.3%
MARA vs PCOR
-43.0%
-28.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | +0.9% |
| 7D | +6.0% | -9.0% | +15.0% | +14.3% |
| 30D | +0.6% | +4.2% | -3.5% | -3.9% |
| 3M | -18.5% | +14.4% | -32.9% | -30.0% |
| 6M | +21.7% | +0.2% | +21.6% | +10.9% |
| YTD | +25.9% | -20.3% | +46.2% | +36.3% |
| 1Y | -25.1% | -16.1% | -9.0% | -24.0% |
| 3Y | -5.7% | -14.7% | +9.0% | -14.7% |
| All | -71.3% | -43.0% | -28.3% | -62.9% |
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