-52.9%
MARA vs PENG
+103.2%
-156.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.3% | +12.9% | +11.5% |
| 7D | +2.5% | -16.1% | +18.6% | +9.5% |
| 30D | -23.9% | -41.5% | +17.5% | -6.8% |
| 3M | -23.2% | -19.1% | -4.1% | -19.5% |
| 6M | -43.3% | +0.9% | -44.2% | -53.0% |
| YTD | -18.3% | +128.2% | -146.5% | -65.3% |
| 1Y | -52.9% | +98.6% | -151.5% | -77.7% |
| All | -52.9% | +103.2% | -156.1% | -77.7% |
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