+19.0%
MARA vs PSX
+133.1%
-114.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +5.9% | +1.7% | +4.2% | +5.2% |
| 30D | +24.3% | +15.6% | +8.6% | +15.4% |
| 3M | -12.0% | +46.5% | -58.4% | -28.3% |
| 6M | +40.1% | +55.0% | -14.9% | +8.3% |
| YTD | +33.4% | +105.3% | -71.9% | -14.5% |
| 1Y | -23.7% | +101.6% | -125.3% | -51.2% |
| 3Y | +19.0% | +134.1% | -115.2% | -32.5% |
| All | +19.0% | +133.1% | -114.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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