+8.4%
MARA vs PTC
-8.0%
+16.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.5% | +10.1% | +8.3% |
| 7D | +15.6% | -12.8% | +28.4% | +26.5% |
| 30D | +17.2% | -9.8% | +27.0% | +24.8% |
| 3M | -14.2% | -2.1% | -12.1% | -16.5% |
| 6M | +47.7% | -18.1% | +65.8% | +69.9% |
| YTD | +31.7% | -23.5% | +55.2% | +60.6% |
| 1Y | -22.2% | -37.4% | +15.2% | +19.3% |
| 3Y | +8.4% | -7.2% | +15.7% | -4.7% |
| All | +8.4% | -8.0% | +16.5% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling