+13.5%
MARA vs PEG
+32.0%
-18.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | +18.1% | -2.8% | +20.8% | +19.9% |
| 3M | -9.4% | -6.9% | -2.5% | -5.4% |
| 6M | +33.4% | -11.4% | +44.8% | +43.7% |
| YTD | +27.3% | -7.4% | +34.7% | +33.1% |
| 1Y | -27.9% | -8.3% | -19.7% | -24.2% |
| All | +13.5% | +32.0% | -18.5% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling