-80.5%
MARA vs PM
+259.9%
-340.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.1% |
| 7D | +11.5% | -7.1% | +18.6% | +13.9% |
| 30D | -18.9% | -2.8% | -16.1% | -18.4% |
| 3M | -20.9% | +6.3% | -27.2% | -22.7% |
| 6M | -42.8% | +9.6% | -52.4% | -45.4% |
| YTD | -14.7% | +25.6% | -40.3% | -22.3% |
| 1Y | -47.6% | +29.7% | -77.3% | -52.9% |
| 3Y | -20.3% | +147.6% | -167.9% | -49.7% |
| 5Y | -89.2% | +160.1% | -249.3% | -93.3% |
| All | -80.5% | +259.9% | -340.4% | -92.7% |
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