-82.1%
MARA vs PLD
+248.8%
-330.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.7% | +2.2% |
| 7D | +3.3% | +0.7% | +2.6% | +2.8% |
| 30D | -31.2% | +0.8% | -32.0% | -31.7% |
| 3M | -34.2% | -6.1% | -28.1% | -30.4% |
| 6M | -48.7% | -8.0% | -40.7% | -45.6% |
| YTD | -26.1% | +4.7% | -30.7% | -29.6% |
| 1Y | -58.2% | +7.2% | -65.4% | -61.0% |
| 3Y | -28.1% | +39.2% | -67.3% | -46.5% |
| 5Y | -91.3% | +1.9% | -93.2% | -91.4% |
| 10Y | -82.1% | +256.8% | -338.9% | -91.3% |
| All | -82.1% | +248.8% | -330.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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