-79.2%
MARA vs PWR
+1,887.5%
-1,966.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +0.6% |
| 7D | +11.5% | +4.7% | +6.8% | +7.1% |
| 30D | -18.9% | -12.5% | -6.4% | -9.4% |
| 3M | -20.9% | -9.3% | -11.5% | -15.0% |
| 6M | -42.8% | -22.2% | -20.6% | -29.8% |
| YTD | -14.7% | +44.2% | -58.9% | -40.0% |
| 1Y | -47.6% | +35.5% | -83.2% | -61.0% |
| 3Y | -20.3% | +250.4% | -270.7% | -76.0% |
| 5Y | -89.2% | +425.6% | -514.8% | -97.5% |
| 10Y | -79.2% | +1,874.2% | -1,953.4% | -98.0% |
| All | -79.2% | +1,887.5% | -1,966.7% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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