-82.9%
MARA vs PPL
+62.6%
-145.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.5% | +8.3% |
| 7D | -6.2% | +0.4% | -6.6% | -6.7% |
| 30D | -38.7% | +5.4% | -44.2% | -41.0% |
| 3M | -40.4% | +4.3% | -44.6% | -42.5% |
| 6M | -51.3% | -1.3% | -49.9% | -51.7% |
| YTD | -29.3% | +4.7% | -34.0% | -32.7% |
| 1Y | -60.2% | +1.3% | -61.5% | -61.3% |
| 3Y | -31.3% | +57.2% | -88.5% | -51.4% |
| 5Y | -90.1% | +48.2% | -138.3% | -92.5% |
| All | -82.9% | +62.6% | -145.5% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling