+48.2%
MARA vs PENG
+661.7%
-613.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.3% | -4.7% | +1.0% |
| 7D | +3.3% | -3.8% | +7.1% | +4.5% |
| 30D | -31.2% | -40.1% | +8.9% | -17.1% |
| 3M | -34.2% | -21.8% | -12.4% | -30.0% |
| 6M | -48.7% | +3.3% | -52.0% | -53.4% |
| YTD | -26.1% | +133.6% | -159.7% | -51.6% |
| 1Y | -58.2% | +110.7% | -168.9% | -71.5% |
| 3Y | -28.1% | +204.3% | -232.3% | -60.4% |
| 5Y | -91.3% | +54.4% | -145.6% | -94.2% |
| All | +48.2% | +661.7% | -613.5% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling