-66.3%
MARA vs PHM
+156.2%
-222.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.4% |
| 7D | +5.9% | -5.0% | +10.9% | +10.7% |
| 30D | +24.3% | -8.4% | +32.7% | +33.7% |
| 3M | -12.0% | -4.4% | -7.5% | -11.4% |
| 6M | +40.1% | -3.7% | +43.9% | +39.3% |
| YTD | +33.4% | +1.3% | +32.1% | +22.9% |
| 1Y | -23.7% | -14.0% | -9.7% | -18.0% |
| 3Y | +19.0% | +48.1% | -29.2% | -33.5% |
| All | -66.3% | +156.2% | -222.5% | -89.2% |
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