-31.3%
MARA vs PR
+64.2%
-95.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.1% | +7.1% |
| 7D | -6.2% | -16.4% | +10.2% | +2.4% |
| 30D | -38.7% | -1.9% | -36.8% | -38.6% |
| 3M | -40.4% | +8.0% | -48.3% | -43.2% |
| 6M | -51.3% | +4.1% | -55.4% | -53.2% |
| YTD | -29.3% | +58.7% | -88.0% | -48.1% |
| 1Y | -60.2% | +75.8% | -136.0% | -72.8% |
| 3Y | -31.3% | +73.2% | -104.4% | -54.0% |
| All | -31.3% | +64.2% | -95.5% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling