-90.0%
MARA vs PPG
+156.2%
-246.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.5% |
| 7D | +5.9% | -6.2% | +12.2% | +11.2% |
| 30D | +24.3% | -7.9% | +32.2% | +32.0% |
| 3M | -12.0% | -10.2% | -1.8% | -5.3% |
| 6M | +40.1% | +2.7% | +37.5% | +35.2% |
| YTD | +33.4% | +4.9% | +28.5% | +25.1% |
| 1Y | -23.7% | -3.2% | -20.6% | -24.3% |
| 3Y | +19.0% | -17.0% | +36.0% | +32.9% |
| 5Y | -66.5% | -23.3% | -43.2% | -59.5% |
| 10Y | -73.4% | +26.4% | -99.9% | -77.3% |
| All | -90.0% | +156.2% | -246.2% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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