-21.6%
MARA vs PPL
+53.5%
-75.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | +22.4% | -2.2% | +24.6% | +22.9% |
| 30D | -21.0% | +1.7% | -22.6% | -21.5% |
| 3M | -25.3% | +0.1% | -25.4% | -25.5% |
| 6M | -43.4% | -1.5% | -41.9% | -43.3% |
| YTD | -19.8% | +3.0% | -22.8% | -21.4% |
| 1Y | -50.0% | -1.4% | -48.6% | -50.0% |
| All | -21.6% | +53.5% | -75.1% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling