-80.3%
MARA vs PRU
+107.2%
-187.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.0% | +9.5% | +9.8% |
| 7D | +2.5% | +3.8% | -1.3% | -0.4% |
| 30D | -23.9% | +9.0% | -33.0% | -29.0% |
| 3M | -23.2% | +2.1% | -25.4% | -25.0% |
| 6M | -43.3% | +25.4% | -68.7% | -52.9% |
| YTD | -18.3% | +13.5% | -31.8% | -26.8% |
| 1Y | -52.9% | +21.3% | -74.2% | -60.0% |
| 3Y | -23.6% | +55.1% | -78.7% | -43.4% |
| 5Y | -88.7% | +43.6% | -132.2% | -90.8% |
| 10Y | -80.3% | +99.2% | -179.6% | -87.2% |
| All | -80.3% | +107.2% | -187.5% | -87.2% |
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