-16.6%
MARA vs PTC
+29.2%
-45.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +11.5% | +0.5% | +11.0% | +11.3% |
| 30D | -18.9% | +0.9% | -19.8% | -19.1% |
| 3M | -20.9% | +30.4% | -51.2% | -31.9% |
| 6M | -42.8% | +34.4% | -77.2% | -52.5% |
| YTD | -14.7% | +12.6% | -27.3% | -17.0% |
| 1Y | -47.6% | +10.2% | -57.8% | -47.8% |
| All | -16.6% | +29.2% | -45.8% | -19.3% |
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