-90.5%
MARA vs PTC
+560.8%
-651.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | +2.6% |
| 7D | +6.0% | -10.3% | +16.3% | +15.9% |
| 30D | +0.6% | +1.1% | -0.5% | -1.5% |
| 3M | -18.5% | +1.6% | -20.1% | -24.1% |
| 6M | +21.7% | -13.5% | +35.2% | +29.3% |
| YTD | +25.9% | -19.1% | +45.0% | +39.8% |
| 1Y | -25.1% | -33.9% | +8.7% | +0.1% |
| 3Y | -5.7% | -3.9% | -1.8% | -7.9% |
| 5Y | -73.9% | +6.0% | -80.0% | -74.4% |
| 10Y | -75.6% | +223.7% | -299.4% | -87.6% |
| All | -90.5% | +560.8% | -651.4% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling