-31.3%
MARA vs PENG
+184.4%
-215.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +12.4% | -4.4% | +2.9% |
| 7D | -6.2% | -19.4% | +13.2% | +2.0% |
| 30D | -38.7% | -42.4% | +3.7% | -24.5% |
| 3M | -40.4% | -25.6% | -14.7% | -35.2% |
| 6M | -51.3% | +7.3% | -58.6% | -57.9% |
| YTD | -29.3% | +113.9% | -143.1% | -55.9% |
| 1Y | -60.2% | +93.6% | -153.8% | -74.1% |
| 3Y | -31.3% | +170.2% | -201.5% | -64.4% |
| All | -31.3% | +184.4% | -215.6% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling