-23.9%
MARA vs PEG
+36.1%
-60.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.4% | -3.7% |
| 7D | +10.1% | +4.5% | +5.6% | +7.4% |
| 30D | -15.1% | +7.5% | -22.6% | -19.0% |
| 3M | -24.1% | +0.8% | -24.9% | -24.8% |
| 6M | -45.2% | 0.0% | -45.2% | -45.8% |
| YTD | -22.2% | -3.0% | -19.1% | -21.1% |
| 1Y | -45.3% | -4.7% | -40.6% | -43.8% |
| 3Y | -23.9% | +36.5% | -60.3% | -27.0% |
| All | -23.9% | +36.1% | -60.0% | -27.0% |
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