-90.0%
MARA vs PNR
+152.7%
-242.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +2.1% |
| 7D | +13.8% | -3.9% | +17.7% | +17.0% |
| 30D | +24.7% | -13.8% | +38.5% | +37.8% |
| 3M | -10.4% | -22.5% | +12.1% | +4.6% |
| 6M | +37.6% | -37.2% | +74.8% | +86.7% |
| YTD | +32.7% | -44.2% | +77.0% | +96.0% |
| 1Y | -25.2% | -46.6% | +21.5% | +14.6% |
| 3Y | +9.3% | -12.5% | +21.8% | +20.0% |
| 5Y | -69.3% | -19.3% | -50.0% | -64.4% |
| 10Y | -73.6% | +67.5% | -141.1% | -78.6% |
| All | -90.0% | +152.7% | -242.7% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling