-87.4%
MARA vs PPL
+47.4%
-134.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.8% |
| 7D | +10.1% | -0.4% | +10.4% | +10.3% |
| 30D | -15.1% | +2.6% | -17.7% | -17.1% |
| 3M | -24.1% | +0.8% | -24.9% | -25.2% |
| 6M | -45.2% | +1.4% | -46.6% | -46.8% |
| YTD | -22.2% | +4.3% | -26.5% | -26.6% |
| 1Y | -45.3% | +0.8% | -46.1% | -47.0% |
| 3Y | -23.9% | +57.9% | -81.8% | -54.9% |
| All | -87.4% | +47.4% | -134.8% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling