-25.1%
MARA vs PPL
-0.5%
-24.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +2.7% | +3.3% | +5.5% |
| 30D | +0.6% | +0.5% | +0.2% | +0.5% |
| 3M | -18.5% | +0.7% | -19.2% | -19.4% |
| 6M | +21.7% | -7.6% | +29.3% | +26.3% |
| YTD | +25.9% | +1.8% | +24.1% | +21.7% |
| 1Y | -25.1% | -0.8% | -24.4% | -20.0% |
| All | -25.1% | -0.5% | -24.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling