-81.6%
MARA vs PRU
+97.4%
-179.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.6% |
| 7D | +22.4% | 0.0% | +22.5% | +22.4% |
| 30D | -21.0% | +7.9% | -28.9% | -25.6% |
| 3M | -25.3% | +0.9% | -26.2% | -26.4% |
| 6M | -43.4% | +22.4% | -65.8% | -52.0% |
| YTD | -19.8% | +12.7% | -32.5% | -27.8% |
| 1Y | -50.0% | +19.6% | -69.6% | -57.1% |
| 3Y | -25.1% | +54.0% | -79.1% | -44.2% |
| 5Y | -90.5% | +41.0% | -131.5% | -92.2% |
| All | -81.6% | +97.4% | -179.0% | -87.5% |
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