+18.4%
MARA vs PFGC
+61.7%
-43.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.7% |
| 7D | +13.8% | -3.7% | +17.6% | +17.3% |
| 30D | +24.7% | -16.0% | +40.6% | +43.1% |
| 3M | -10.4% | -4.1% | -6.3% | -10.3% |
| 6M | +37.6% | +8.7% | +28.9% | +21.5% |
| YTD | +32.7% | +6.4% | +26.4% | +18.7% |
| 1Y | -25.2% | -8.4% | -16.8% | -22.6% |
| All | +18.4% | +61.7% | -43.3% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling