-74.1%
MARA vs PFGC
+292.9%
-367.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | +5.9% | -4.8% | +10.7% | +8.4% |
| 30D | +24.3% | -12.5% | +36.8% | +32.4% |
| 3M | -12.0% | -9.7% | -2.3% | -8.6% |
| 6M | +40.1% | +7.0% | +33.1% | +34.0% |
| YTD | +33.4% | +4.5% | +28.9% | +29.0% |
| 1Y | -23.7% | -11.6% | -12.2% | -20.1% |
| 3Y | +19.0% | +58.5% | -39.5% | -3.3% |
| 5Y | -66.5% | +112.6% | -179.1% | -74.9% |
| All | -74.1% | +292.9% | -367.0% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling