-82.2%
MARA vs PFG
+184.0%
-266.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.3% |
| 7D | +10.1% | +2.4% | +7.7% | +8.0% |
| 30D | -15.1% | +5.9% | -20.9% | -19.0% |
| 3M | -24.1% | -0.4% | -23.7% | -23.9% |
| 6M | -45.2% | +14.8% | -60.0% | -51.7% |
| YTD | -22.2% | +31.9% | -54.1% | -39.2% |
| 1Y | -45.3% | +38.8% | -84.1% | -59.1% |
| 3Y | -23.9% | +82.4% | -106.2% | -52.6% |
| 5Y | -90.8% | +94.7% | -185.5% | -94.2% |
| All | -82.2% | +184.0% | -266.1% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling