-90.1%
MARA vs PEG
+296.8%
-386.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +15.6% | +1.0% | +14.6% | +15.3% |
| 30D | +17.2% | -1.9% | +19.1% | +17.8% |
| 3M | -14.2% | -3.7% | -10.5% | -13.3% |
| 6M | +47.7% | -9.4% | +57.1% | +52.0% |
| YTD | +31.7% | -6.0% | +37.7% | +34.1% |
| 1Y | -22.2% | -4.4% | -17.8% | -21.2% |
| 3Y | +8.4% | +33.5% | -25.1% | +2.0% |
| 5Y | -68.3% | +35.7% | -104.0% | -70.2% |
| 10Y | -74.9% | +140.4% | -215.3% | -76.9% |
| All | -90.1% | +296.8% | -386.9% | -76.7% |
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 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