-74.1%
MARA vs PGR
+825.1%
-899.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.2% | +4.6% |
| 7D | +5.9% | -0.6% | +6.5% | +6.1% |
| 30D | +24.3% | +4.9% | +19.3% | +22.6% |
| 3M | -12.0% | +7.6% | -19.6% | -14.7% |
| 6M | +40.1% | +8.3% | +31.9% | +34.9% |
| YTD | +33.4% | +1.7% | +31.7% | +30.2% |
| 1Y | -23.7% | -6.8% | -16.9% | -23.6% |
| 3Y | +19.0% | +73.4% | -54.5% | -9.2% |
| 5Y | -66.5% | +161.2% | -227.7% | -80.1% |
| All | -74.1% | +825.1% | -899.2% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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