-60.2%
MARA vs PENG
+88.9%
-149.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +12.4% | -4.4% | +2.7% |
| 7D | -6.2% | -19.4% | +13.2% | +2.2% |
| 30D | -38.7% | -42.4% | +3.7% | -24.2% |
| 3M | -40.4% | -25.6% | -14.7% | -35.1% |
| 6M | -51.3% | +7.3% | -58.6% | -61.7% |
| YTD | -29.3% | +113.9% | -143.1% | -68.7% |
| 1Y | -60.2% | +93.6% | -153.8% | -81.2% |
| All | -60.2% | +88.9% | -149.1% | -81.2% |
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 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