-74.1%
MARA vs PEG
+148.0%
-222.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +5.9% | -0.9% | +6.8% | +6.4% |
| 30D | +24.3% | -3.7% | +28.0% | +26.3% |
| 3M | -12.0% | -7.3% | -4.7% | -8.9% |
| 6M | +40.1% | -10.5% | +50.6% | +47.2% |
| YTD | +33.4% | -7.5% | +40.9% | +38.1% |
| 1Y | -23.7% | -8.7% | -15.0% | -20.6% |
| 3Y | +19.0% | +31.4% | -12.4% | +6.2% |
| 5Y | -66.5% | +37.8% | -104.3% | -70.5% |
| All | -74.1% | +148.0% | -222.1% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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