-23.9%
MARA vs PLD
+36.4%
-60.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | +1.3% | +8.7% | +8.9% |
| 30D | -15.1% | -1.4% | -13.7% | -14.1% |
| 3M | -24.1% | -8.2% | -15.9% | -18.2% |
| 6M | -45.2% | -8.0% | -37.2% | -41.9% |
| YTD | -22.2% | +3.2% | -25.3% | -25.5% |
| 1Y | -45.3% | +7.0% | -52.3% | -49.4% |
| 3Y | -23.9% | +38.3% | -62.1% | -30.4% |
| All | -23.9% | +36.4% | -60.2% | -30.4% |
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