-94.7%
MARA vs PPL
+165.4%
-260.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.5% | +8.2% |
| 7D | -6.2% | +0.4% | -6.6% | -6.5% |
| 30D | -38.7% | +5.4% | -44.2% | -40.4% |
| 3M | -40.4% | +4.3% | -44.6% | -41.9% |
| 6M | -51.3% | -1.3% | -49.9% | -51.5% |
| YTD | -29.3% | +4.7% | -34.0% | -31.7% |
| 1Y | -60.2% | +1.3% | -61.5% | -61.0% |
| 3Y | -31.3% | +57.2% | -88.5% | -46.2% |
| 5Y | -90.1% | +48.2% | -138.3% | -91.8% |
| 10Y | -81.2% | +62.7% | -143.9% | -85.6% |
| All | -94.7% | +165.4% | -260.1% | -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 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