-81.6%
MARA vs PWR
+1,857.9%
-1,939.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.7% |
| 7D | +22.4% | +19.1% | +3.4% | +4.6% |
| 30D | -21.0% | -12.0% | -9.0% | -12.2% |
| 3M | -25.3% | -10.6% | -14.7% | -18.8% |
| 6M | -43.4% | -20.8% | -22.6% | -31.6% |
| YTD | -19.8% | +43.7% | -63.6% | -43.5% |
| 1Y | -50.0% | +35.0% | -85.0% | -62.6% |
| 3Y | -25.1% | +249.4% | -274.5% | -77.4% |
| 5Y | -90.5% | +422.1% | -512.6% | -97.8% |
| All | -81.6% | +1,857.9% | -1,939.5% | -98.2% |
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