-82.1%
MARA vs PPL
+62.1%
-144.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +4.7% |
| 7D | +3.3% | -1.2% | +4.5% | +3.8% |
| 30D | -31.2% | +4.2% | -35.4% | -33.3% |
| 3M | -34.2% | +1.5% | -35.7% | -35.3% |
| 6M | -48.7% | +1.0% | -49.7% | -49.9% |
| YTD | -26.1% | +4.4% | -30.5% | -29.5% |
| 1Y | -58.2% | +0.8% | -58.9% | -59.2% |
| 3Y | -28.1% | +56.5% | -84.5% | -48.9% |
| 5Y | -91.3% | +47.7% | -138.9% | -93.4% |
| 10Y | -82.1% | +64.4% | -146.5% | -87.5% |
| All | -82.1% | +62.1% | -144.3% | -87.5% |
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