-61.8%
MARA vs PR
+169.5%
-231.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | +6.0% | +2.9% | +3.1% | +5.3% |
| 30D | +0.6% | +18.0% | -17.4% | -3.0% |
| 3M | -18.5% | +16.9% | -35.4% | -21.5% |
| 6M | +21.7% | +28.2% | -6.5% | +14.0% |
| YTD | +25.9% | +69.3% | -43.4% | +11.0% |
| 1Y | -25.1% | +69.5% | -94.7% | -34.4% |
| 3Y | -5.7% | +81.7% | -87.4% | -18.7% |
| 5Y | -73.9% | +422.2% | -496.2% | -81.7% |
| 10Y | -75.6% | +110.4% | -186.0% | -82.1% |
| All | -61.8% | +169.5% | -231.3% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling