-82.1%
MARA vs PR
+66.7%
-148.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.6% | +4.8% |
| 7D | +3.3% | -12.4% | +15.6% | +6.5% |
| 30D | -31.2% | -6.6% | -24.6% | -30.2% |
| 3M | -34.2% | +7.5% | -41.7% | -35.4% |
| 6M | -48.7% | +10.8% | -59.5% | -50.3% |
| YTD | -26.1% | +57.0% | -83.1% | -34.0% |
| 1Y | -58.2% | +67.9% | -126.1% | -63.3% |
| 3Y | -28.1% | +87.6% | -115.6% | -38.4% |
| 5Y | -91.3% | +220.4% | -311.6% | -93.4% |
| 10Y | -82.1% | +64.8% | -146.9% | -86.6% |
| All | -82.1% | +66.7% | -148.8% | -86.6% |
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