-91.6%
MARA vs PRU
+36.1%
-127.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.6% | +10.6% | +10.9% |
| 7D | -6.2% | +2.4% | -8.6% | -9.3% |
| 30D | -38.7% | +6.1% | -44.8% | -43.4% |
| 3M | -40.4% | -0.7% | -39.6% | -40.9% |
| 6M | -51.3% | +22.1% | -73.3% | -62.9% |
| YTD | -29.3% | +9.8% | -39.1% | -39.1% |
| 1Y | -60.2% | +19.4% | -79.6% | -69.3% |
| 3Y | -31.3% | +50.4% | -81.6% | -59.9% |
| All | -91.6% | +36.1% | -127.7% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling