-74.1%
MARA vs PNR
+66.2%
-140.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +5.9% | -6.0% | +12.0% | +11.7% |
| 30D | +24.3% | -14.0% | +38.2% | +40.6% |
| 3M | -12.0% | -21.7% | +9.7% | +4.8% |
| 6M | +40.1% | -37.3% | +77.4% | +103.0% |
| YTD | +33.4% | -45.1% | +78.5% | +117.2% |
| 1Y | -23.7% | -49.1% | +25.4% | +34.0% |
| 3Y | +19.0% | -14.8% | +33.8% | +32.4% |
| 5Y | -66.5% | -21.0% | -45.5% | -60.4% |
| All | -74.1% | +66.2% | -140.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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