-74.1%
MARA vs PM
+219.2%
-293.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | +5.9% | +4.7% | +1.3% | +4.5% |
| 30D | +24.3% | +2.6% | +21.7% | +23.1% |
| 3M | -12.0% | +6.6% | -18.5% | -14.6% |
| 6M | +40.1% | +16.5% | +23.6% | +31.2% |
| YTD | +33.4% | +21.2% | +12.2% | +23.4% |
| 1Y | -23.7% | +17.9% | -41.7% | -29.3% |
| 3Y | +19.0% | +129.8% | -110.9% | -21.7% |
| 5Y | -66.5% | +133.0% | -199.5% | -78.2% |
| All | -74.1% | +219.2% | -293.3% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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