-68.3%
MARA vs PM
+122.3%
-190.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.5% |
| 7D | +15.6% | -1.3% | +16.9% | +15.7% |
| 30D | +17.2% | -2.6% | +19.8% | +17.4% |
| 3M | -14.2% | +5.8% | -19.9% | -15.3% |
| 6M | +47.7% | +10.6% | +37.1% | +43.9% |
| YTD | +31.7% | +17.2% | +14.6% | +27.7% |
| 1Y | -22.2% | +17.6% | -39.8% | -24.6% |
| 3Y | +8.4% | +124.3% | -115.8% | -25.1% |
| 5Y | -68.3% | +125.1% | -193.3% | -75.7% |
| All | -68.3% | +122.3% | -190.6% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling