-94.4%
MARA vs PRU
+307.4%
-401.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +2.9% |
| 7D | +3.3% | +3.2% | +0.1% | +0.7% |
| 30D | -31.2% | +7.9% | -39.1% | -35.2% |
| 3M | -34.2% | +1.8% | -36.0% | -35.6% |
| 6M | -48.7% | +24.1% | -72.8% | -56.9% |
| YTD | -26.1% | +12.4% | -38.4% | -33.2% |
| 1Y | -58.2% | +20.9% | -79.1% | -64.2% |
| 3Y | -28.1% | +55.5% | -83.5% | -46.6% |
| 5Y | -91.3% | +42.7% | -133.9% | -92.8% |
| 10Y | -82.1% | +106.1% | -188.3% | -89.4% |
| All | -94.4% | +307.4% | -401.9% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling