-58.7%
MARA vs PFGC
+12.5%
-71.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +13.5% | -17.6% | -7.0% |
| 7D | -6.5% | +13.9% | -20.4% | -10.1% |
| 30D | -38.5% | +18.4% | -56.8% | -41.9% |
| 3M | -41.5% | -2.5% | -39.0% | -40.1% |
| 6M | -41.9% | +26.0% | -68.0% | -51.1% |
| YTD | -23.5% | +21.9% | -45.3% | -32.9% |
| 1Y | -58.7% | +13.4% | -72.0% | -64.1% |
| All | -58.7% | +12.5% | -71.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling