-71.3%
MARA vs PLD
+14.8%
-86.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.7% |
| 7D | +6.0% | -2.4% | +8.4% | +8.8% |
| 30D | +0.6% | -2.4% | +3.1% | +3.4% |
| 3M | -18.5% | -3.8% | -14.7% | -16.5% |
| 6M | +21.7% | 0.0% | +21.7% | +20.1% |
| YTD | +25.9% | +9.2% | +16.7% | +11.8% |
| 1Y | -25.1% | +25.9% | -51.1% | -43.6% |
| 3Y | -5.7% | +21.3% | -27.1% | -27.6% |
| All | -71.3% | +14.8% | -86.1% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling