-87.4%
MARA vs PR
+273.3%
-360.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.6% |
| 7D | +10.1% | +6.0% | +4.1% | +6.7% |
| 30D | -15.1% | -4.2% | -10.9% | -13.5% |
| 3M | -24.1% | +10.0% | -34.1% | -28.4% |
| 6M | -45.2% | +15.6% | -60.8% | -50.5% |
| YTD | -22.2% | +68.2% | -90.3% | -43.6% |
| 1Y | -45.3% | +79.2% | -124.5% | -61.9% |
| 3Y | -23.9% | +94.9% | -118.8% | -51.0% |
| All | -87.4% | +273.3% | -360.7% | -95.2% |
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