-81.4%
MARA vs PL
+28.1%
-109.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.4% | -2.4% | +3.7% |
| 7D | -6.2% | -6.8% | +0.6% | -3.0% |
| 30D | -38.7% | -29.3% | -9.4% | -29.0% |
| 3M | -40.4% | -44.8% | +4.4% | -24.8% |
| 6M | -51.3% | -68.4% | +17.1% | -25.9% |
| YTD | -29.3% | -36.4% | +7.1% | -23.5% |
| 1Y | -60.2% | +0.7% | -60.9% | -65.8% |
| 3Y | -31.3% | +455.3% | -486.6% | -83.0% |
| 5Y | -90.1% | +22.7% | -112.7% | -95.5% |
| All | -81.4% | +28.1% | -109.5% | -91.9% |
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