-80.6%
MARA vs PL
+46.6%
-127.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +14.5% | -9.9% | -1.4% |
| 7D | +3.3% | +10.9% | -7.6% | -0.8% |
| 30D | -31.2% | -16.4% | -14.8% | -25.8% |
| 3M | -34.2% | -39.9% | +5.8% | -19.9% |
| 6M | -48.7% | -63.2% | +14.5% | -26.5% |
| YTD | -26.1% | -27.1% | +1.1% | -24.5% |
| 1Y | -58.2% | +12.2% | -70.3% | -65.6% |
| 3Y | -28.1% | +584.3% | -612.3% | -84.0% |
| 5Y | -91.3% | +37.0% | -128.3% | -96.1% |
| All | -80.6% | +46.6% | -127.2% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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