-66.3%
MARA vs PEG
+36.3%
-102.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +5.9% | -0.9% | +6.8% | +6.6% |
| 30D | +24.3% | -3.7% | +28.0% | +27.3% |
| 3M | -12.0% | -7.3% | -4.7% | -7.5% |
| 6M | +40.1% | -10.5% | +50.6% | +50.6% |
| YTD | +33.4% | -7.5% | +40.9% | +40.0% |
| 1Y | -23.7% | -8.7% | -15.0% | -19.3% |
| 3Y | +19.0% | +31.4% | -12.4% | -2.6% |
| All | -66.3% | +36.3% | -102.7% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling