-74.9%
MARA vs PRU
+139.4%
-214.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +6.2% |
| 7D | +15.6% | +1.9% | +13.7% | +14.1% |
| 30D | +17.2% | -0.4% | +17.7% | +17.2% |
| 3M | -14.2% | +16.4% | -30.6% | -23.9% |
| 6M | +47.7% | +26.0% | +21.7% | +22.6% |
| YTD | +31.7% | +9.9% | +21.8% | +21.4% |
| 1Y | -22.2% | +18.8% | -40.9% | -32.5% |
| 3Y | +8.4% | +45.3% | -36.9% | -15.2% |
| 5Y | -68.3% | +45.6% | -113.8% | -73.9% |
| 10Y | -74.9% | +139.6% | -214.5% | -84.3% |
| All | -74.9% | +139.4% | -214.2% | -84.3% |
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