-68.0%
MARA vs PSX
+357.6%
-425.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -1.5% | +1.5% | -3.0% | -2.1% |
| 30D | +18.1% | +15.8% | +2.2% | +9.2% |
| 3M | -9.4% | +43.0% | -52.4% | -25.7% |
| 6M | +33.4% | +61.1% | -27.7% | +0.6% |
| YTD | +27.3% | +104.5% | -77.2% | -16.6% |
| 1Y | -27.9% | +102.5% | -130.5% | -52.9% |
| 3Y | +4.8% | +133.5% | -128.7% | -38.2% |
| 5Y | -68.0% | +367.0% | -435.0% | -89.3% |
| All | -68.0% | +357.6% | -425.6% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling