-23.9%
MARA vs PRU
+56.8%
-80.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.8% |
| 7D | +10.1% | +3.6% | +6.5% | +6.5% |
| 30D | -15.1% | +8.9% | -23.9% | -22.5% |
| 3M | -24.1% | +0.2% | -24.3% | -24.9% |
| 6M | -45.2% | +23.7% | -68.9% | -57.6% |
| YTD | -22.2% | +13.7% | -35.9% | -34.1% |
| 1Y | -45.3% | +20.6% | -65.9% | -57.0% |
| 3Y | -23.9% | +56.3% | -80.2% | -30.7% |
| All | -23.9% | +56.8% | -80.6% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling