-28.1%
MARA vs PWR
+245.6%
-273.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.8% | -3.1% |
| 7D | +3.3% | -4.8% | +8.0% | +7.1% |
| 30D | -31.2% | -16.2% | -15.0% | -20.7% |
| 3M | -34.2% | -11.9% | -22.2% | -27.7% |
| 6M | -48.7% | -20.6% | -28.1% | -39.0% |
| YTD | -26.1% | +40.3% | -66.3% | -45.1% |
| 1Y | -58.2% | +33.0% | -91.2% | -67.5% |
| 3Y | -28.1% | +250.0% | -278.1% | -65.1% |
| All | -28.1% | +245.6% | -273.7% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling