-94.2%
MARA vs PEG
+309.2%
-403.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.4% | -3.3% |
| 7D | +10.1% | +4.5% | +5.6% | +8.6% |
| 30D | -15.1% | +7.5% | -22.6% | -17.1% |
| 3M | -24.1% | +0.8% | -24.9% | -24.6% |
| 6M | -45.2% | 0.0% | -45.2% | -45.5% |
| YTD | -22.2% | -3.0% | -19.1% | -21.7% |
| 1Y | -45.3% | -4.7% | -40.6% | -44.7% |
| 3Y | -23.9% | +36.5% | -60.3% | -29.1% |
| 5Y | -90.8% | +44.4% | -135.1% | -91.5% |
| 10Y | -81.0% | +170.2% | -251.2% | -82.4% |
| All | -94.2% | +309.2% | -403.4% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling