-90.5%
MARA vs PFG
+624.0%
-714.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.3% |
| 7D | +6.0% | +5.5% | +0.5% | +1.9% |
| 30D | +0.6% | +2.4% | -1.7% | -1.2% |
| 3M | -18.5% | +13.6% | -32.1% | -26.9% |
| 6M | +21.7% | +27.9% | -6.1% | -0.5% |
| YTD | +25.9% | +35.6% | -9.6% | -2.1% |
| 1Y | -25.1% | +48.5% | -73.6% | -46.0% |
| 3Y | -5.7% | +66.9% | -72.6% | -35.4% |
| 5Y | -73.9% | +111.0% | -184.9% | -83.8% |
| 10Y | -75.6% | +244.5% | -320.1% | -89.8% |
| All | -90.5% | +624.0% | -714.5% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling