-94.2%
MARA vs PHM
+1,393.6%
-1,487.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | -4.1% | +14.2% | +12.7% |
| 30D | -15.1% | +16.1% | -31.2% | -24.2% |
| 3M | -24.1% | -2.5% | -21.6% | -24.7% |
| 6M | -45.2% | +12.9% | -58.1% | -51.2% |
| YTD | -22.2% | +9.0% | -31.2% | -30.1% |
| 1Y | -45.3% | +8.2% | -53.5% | -50.9% |
| 3Y | -23.9% | +58.4% | -82.3% | -45.8% |
| 5Y | -90.8% | +159.2% | -250.0% | -94.9% |
| 10Y | -81.0% | +676.9% | -757.9% | -93.5% |
| All | -94.2% | +1,393.6% | -1,487.7% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling