-87.4%
MARA vs PHM
+158.6%
-246.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | -4.1% | +14.2% | +13.7% |
| 30D | -15.1% | +16.1% | -31.2% | -28.1% |
| 3M | -24.1% | -2.5% | -21.6% | -25.1% |
| 6M | -45.2% | +12.9% | -58.1% | -54.3% |
| YTD | -22.2% | +9.0% | -31.2% | -35.0% |
| 1Y | -45.3% | +8.2% | -53.5% | -54.6% |
| 3Y | -23.9% | +58.4% | -82.3% | -61.5% |
| All | -87.4% | +158.6% | -246.0% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 5y: compounded portfolio wealth divided by compounded PHM 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…
5y analysis · Full analysis span regression · 6 months rolling