+60.7%
MARA vs PENG
+735.0%
-674.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.7% |
| 7D | +22.4% | +34.6% | -12.2% | +8.9% |
| 30D | -21.0% | -35.9% | +15.0% | -7.4% |
| 3M | -25.3% | -14.7% | -10.6% | -23.3% |
| 6M | -43.4% | +13.5% | -56.9% | -50.6% |
| YTD | -19.8% | +156.1% | -176.0% | -49.5% |
| 1Y | -50.0% | +141.3% | -191.4% | -67.8% |
| 3Y | -25.1% | +223.4% | -248.5% | -59.8% |
| 5Y | -90.5% | +67.4% | -157.9% | -93.9% |
| All | +60.7% | +735.0% | -674.3% | -15.6% |
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