-71.3%
MARA vs PENG
+115.2%
-186.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -5.8% |
| 7D | +6.0% | +4.5% | +1.5% | +3.5% |
| 30D | +0.6% | -7.1% | +7.7% | +3.0% |
| 3M | -18.5% | -27.3% | +8.7% | -10.7% |
| 6M | +21.7% | +169.6% | -147.8% | -39.2% |
| YTD | +25.9% | +164.6% | -138.7% | -36.5% |
| 1Y | -25.1% | +109.5% | -134.6% | -57.4% |
| 3Y | -5.7% | +98.9% | -104.7% | -57.2% |
| All | -71.3% | +115.2% | -186.5% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling