-79.2%
MARA vs PTC
+317.3%
-396.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +11.5% | +0.5% | +11.0% | +11.1% |
| 30D | -18.9% | +0.9% | -19.8% | -19.4% |
| 3M | -20.9% | +30.4% | -51.2% | -42.3% |
| 6M | -42.8% | +34.4% | -77.2% | -61.8% |
| YTD | -14.7% | +12.6% | -27.3% | -33.9% |
| 1Y | -47.6% | +10.2% | -57.8% | -58.5% |
| 3Y | -20.3% | +29.4% | -49.7% | -45.7% |
| 5Y | -89.2% | +63.7% | -152.9% | -93.4% |
| 10Y | -79.2% | +316.9% | -396.1% | -90.7% |
| All | -79.2% | +317.3% | -396.5% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling