-75.3%
MARA vs PTC
+200.2%
-275.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -1.5% | -14.2% | +12.8% | +12.5% |
| 30D | +18.1% | -14.4% | +32.5% | +34.6% |
| 3M | -9.4% | -4.7% | -4.7% | -12.1% |
| 6M | +33.4% | -19.3% | +52.7% | +50.5% |
| YTD | +27.3% | -26.1% | +53.4% | +54.1% |
| 1Y | -27.9% | -37.1% | +9.1% | +3.1% |
| 3Y | +4.8% | -10.4% | +15.2% | +6.4% |
| 5Y | -68.0% | +2.5% | -70.5% | -68.4% |
| All | -75.3% | +200.2% | -275.5% | -85.1% |
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