-58.7%
MARA vs PENG
+120.5%
-179.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +5.0% | -0.3% |
| 7D | -6.5% | -20.5% | +13.9% | +2.3% |
| 30D | -38.5% | -20.4% | -18.1% | -33.7% |
| 3M | -41.5% | -16.4% | -25.1% | -39.2% |
| 6M | -41.9% | +49.2% | -91.2% | -62.4% |
| YTD | -23.5% | +147.2% | -170.7% | -68.5% |
| 1Y | -58.7% | +124.7% | -183.3% | -81.8% |
| All | -58.7% | +120.5% | -179.1% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling