-31.3%
MARA vs PLD
+31.5%
-62.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +9.0% |
| 7D | -6.2% | -0.8% | -5.4% | -5.6% |
| 30D | -38.7% | -0.3% | -38.4% | -38.6% |
| 3M | -40.4% | -8.0% | -32.3% | -35.9% |
| 6M | -51.3% | -9.8% | -41.5% | -47.6% |
| YTD | -29.3% | +1.8% | -31.1% | -31.5% |
| 1Y | -60.2% | +5.6% | -65.8% | -62.8% |
| 3Y | -31.3% | +33.3% | -64.5% | -39.4% |
| All | -31.3% | +31.5% | -62.7% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling