-82.2%
MARA vs PRU
+99.2%
-181.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.6% |
| 7D | +10.1% | +3.6% | +6.5% | +7.4% |
| 30D | -15.1% | +8.9% | -23.9% | -20.6% |
| 3M | -24.1% | +0.2% | -24.3% | -24.7% |
| 6M | -45.2% | +23.7% | -68.9% | -53.9% |
| YTD | -22.2% | +13.7% | -35.9% | -30.4% |
| 1Y | -45.3% | +20.6% | -65.9% | -53.3% |
| 3Y | -23.9% | +56.3% | -80.2% | -43.9% |
| 5Y | -90.8% | +42.3% | -133.1% | -92.5% |
| All | -82.2% | +99.2% | -181.4% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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