-87.4%
MARA vs PENG
+56.5%
-143.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -0.2% |
| 7D | +10.1% | +13.2% | -3.1% | +3.0% |
| 30D | -15.1% | -29.9% | +14.9% | -0.5% |
| 3M | -24.1% | -22.2% | -1.9% | -18.4% |
| 6M | -45.2% | -1.9% | -43.3% | -52.3% |
| YTD | -22.2% | +142.1% | -164.3% | -60.4% |
| 1Y | -45.3% | +151.5% | -196.8% | -72.8% |
| 3Y | -23.9% | +206.9% | -230.8% | -72.6% |
| All | -87.4% | +56.5% | -143.9% | -94.3% |
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