-73.6%
MARA vs PWR
+2,367.8%
-2,441.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +2.4% |
| 7D | +13.8% | +2.7% | +11.2% | +11.4% |
| 30D | +24.7% | -5.1% | +29.8% | +29.9% |
| 3M | -10.4% | -9.4% | -1.1% | -2.7% |
| 6M | +37.6% | +10.4% | +27.2% | +23.7% |
| YTD | +32.7% | +48.6% | -15.9% | -8.0% |
| 1Y | -25.2% | +68.0% | -93.2% | -53.3% |
| 3Y | +9.3% | +204.7% | -195.5% | -61.9% |
| 5Y | -69.3% | +451.9% | -521.3% | -93.1% |
| 10Y | -73.6% | +2,425.3% | -2,498.9% | -97.6% |
| All | -73.6% | +2,367.8% | -2,441.4% | -97.6% |
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