-76.4%
MARA vs PFGC
+485.1%
-561.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.4% |
| 7D | +10.1% | +3.4% | +6.7% | +8.5% |
| 30D | -15.1% | +16.9% | -32.0% | -21.9% |
| 3M | -24.1% | +6.4% | -30.5% | -27.3% |
| 6M | -45.2% | +16.0% | -61.2% | -50.1% |
| YTD | -22.2% | +23.6% | -45.8% | -31.1% |
| 1Y | -45.3% | +16.6% | -61.9% | -50.3% |
| 3Y | -23.9% | +82.3% | -106.1% | -42.3% |
| 5Y | -90.8% | +138.7% | -229.5% | -93.4% |
| 10Y | -81.0% | +352.8% | -433.8% | -89.5% |
| All | -76.4% | +485.1% | -561.5% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling