-69.3%
MARA vs PTC
-0.9%
-68.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +4.2% |
| 7D | +13.8% | -13.6% | +27.4% | +31.8% |
| 30D | +24.7% | -14.7% | +39.3% | +45.5% |
| 3M | -10.4% | -5.9% | -4.5% | -12.5% |
| 6M | +37.6% | -21.1% | +58.8% | +65.1% |
| YTD | +32.7% | -26.0% | +58.8% | +69.1% |
| 1Y | -25.2% | -36.8% | +11.7% | +18.9% |
| 3Y | +9.3% | -10.3% | +19.5% | -1.5% |
| 5Y | -69.3% | +1.2% | -70.5% | -72.6% |
| All | -69.3% | -0.9% | -68.4% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling