-79.2%
MARA vs PR
+72.8%
-152.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.7% |
| 7D | +11.5% | -0.5% | +12.0% | +11.8% |
| 30D | -18.9% | -4.6% | -14.2% | -18.1% |
| 3M | -20.9% | +4.7% | -25.6% | -21.8% |
| 6M | -42.8% | +12.4% | -55.2% | -44.7% |
| YTD | -14.7% | +62.9% | -77.6% | -24.4% |
| 1Y | -47.6% | +70.6% | -118.2% | -54.2% |
| 3Y | -20.3% | +90.0% | -110.3% | -31.9% |
| 5Y | -89.2% | +255.5% | -344.7% | -91.9% |
| 10Y | -79.2% | +78.7% | -157.9% | -84.8% |
| All | -79.2% | +72.8% | -152.0% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling