-94.7%
MARA vs PLD
+448.6%
-543.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.2% |
| 6M | -51.3% | -9.8% | -41.5% | -47.8% |
| YTD | -29.3% | +1.8% | -31.1% | -30.9% |
| 1Y | -60.2% | +5.6% | -65.8% | -62.3% |
| 3Y | -31.3% | +33.3% | -64.5% | -45.7% |
| 5Y | -90.1% | +0.3% | -90.3% | -89.9% |
| 10Y | -81.2% | +241.6% | -322.8% | -90.5% |
| All | -94.7% | +448.6% | -543.3% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling