-90.5%
MARA vs PPL
+158.2%
-248.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +2.7% | +3.3% | +4.8% |
| 30D | +0.6% | +0.5% | +0.2% | +0.3% |
| 3M | -18.5% | +0.7% | -19.2% | -19.3% |
| 6M | +21.7% | -7.6% | +29.3% | +25.3% |
| YTD | +25.9% | +1.8% | +24.1% | +23.9% |
| 1Y | -25.1% | -0.8% | -24.4% | -25.5% |
| 3Y | -5.7% | +56.9% | -62.6% | -26.0% |
| 5Y | -73.9% | +39.5% | -113.5% | -78.0% |
| 10Y | -75.6% | +55.4% | -131.0% | -81.0% |
| All | -90.5% | +158.2% | -248.7% | -85.2% |
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