-27.9%
MARA vs PM
+19.3%
-47.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -3.6% |
| 7D | -1.5% | +1.9% | -3.4% | -1.0% |
| 30D | +18.1% | +1.9% | +16.2% | +18.7% |
| 3M | -9.4% | +4.6% | -14.0% | -9.1% |
| 6M | +33.4% | +11.7% | +21.7% | +29.9% |
| YTD | +27.3% | +20.4% | +6.9% | +30.4% |
| 1Y | -27.9% | +19.0% | -46.9% | -26.1% |
| All | -27.9% | +19.3% | -47.3% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling