-71.3%
MARA vs PR
+433.6%
-504.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.7% |
| 7D | +6.0% | +2.9% | +3.1% | +4.3% |
| 30D | +0.6% | +18.0% | -17.4% | -7.6% |
| 3M | -18.5% | +16.9% | -35.4% | -25.5% |
| 6M | +21.7% | +28.2% | -6.5% | +3.9% |
| YTD | +25.9% | +69.3% | -43.4% | -7.3% |
| 1Y | -25.1% | +69.5% | -94.7% | -45.8% |
| 3Y | -5.7% | +81.7% | -87.4% | -35.9% |
| All | -71.3% | +433.6% | -504.9% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling