-94.2%
MARA vs PH
+1,306.3%
-1,400.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +10.1% | +4.3% | +5.7% | +6.5% |
| 30D | -15.1% | +0.1% | -15.2% | -14.8% |
| 3M | -24.1% | -9.4% | -14.7% | -17.5% |
| 6M | -45.2% | +8.8% | -53.9% | -49.1% |
| YTD | -22.2% | +9.6% | -31.8% | -29.0% |
| 1Y | -45.3% | +14.4% | -59.8% | -52.0% |
| 3Y | -23.9% | +134.5% | -158.4% | -60.3% |
| 5Y | -90.8% | +204.4% | -295.2% | -95.9% |
| 10Y | -81.0% | +697.3% | -778.3% | -95.1% |
| All | -94.2% | +1,306.3% | -1,400.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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