-90.5%
MARA vs PM
+297.3%
-387.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | +6.0% | -4.9% | +10.9% | +7.6% |
| 30D | +0.6% | -3.4% | +4.0% | +1.5% |
| 3M | -18.5% | +5.2% | -23.7% | -21.1% |
| 6M | +21.7% | +3.7% | +18.0% | +18.2% |
| YTD | +25.9% | +15.8% | +10.2% | +17.7% |
| 1Y | -25.1% | +17.4% | -42.5% | -30.9% |
| 3Y | -5.7% | +116.9% | -122.7% | -36.5% |
| 5Y | -73.9% | +117.3% | -191.3% | -82.6% |
| 10Y | -75.6% | +193.8% | -269.4% | -86.8% |
| All | -90.5% | +297.3% | -387.8% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling