-90.1%
MARA vs PSX
+1,257.1%
-1,347.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +3.8% |
| 7D | +15.6% | +2.8% | +12.8% | +14.0% |
| 30D | +17.2% | +27.8% | -10.5% | +2.0% |
| 3M | -14.2% | +42.0% | -56.2% | -30.1% |
| 6M | +47.7% | +58.1% | -10.4% | +11.6% |
| YTD | +31.7% | +105.0% | -73.3% | -13.9% |
| 1Y | -22.2% | +104.9% | -127.1% | -49.5% |
| 3Y | +8.4% | +134.1% | -125.6% | -35.5% |
| 5Y | -68.3% | +363.8% | -432.1% | -87.5% |
| 10Y | -74.9% | +370.1% | -445.0% | -90.6% |
| All | -90.1% | +1,257.1% | -1,347.2% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling