-94.0%
MARA vs PPL
+161.0%
-255.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | +22.4% | -2.2% | +24.6% | +23.6% |
| 30D | -21.0% | +1.7% | -22.6% | -21.9% |
| 3M | -25.3% | +0.1% | -25.4% | -25.8% |
| 6M | -43.4% | -1.5% | -41.9% | -43.7% |
| YTD | -19.8% | +3.0% | -22.8% | -22.0% |
| 1Y | -50.0% | -1.4% | -48.6% | -50.4% |
| 3Y | -25.1% | +53.5% | -78.5% | -40.7% |
| 5Y | -90.5% | +46.4% | -136.9% | -92.2% |
| 10Y | -80.4% | +64.3% | -144.7% | -84.8% |
| All | -94.0% | +161.0% | -255.0% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling