-68.3%
MARA vs PWR
+458.8%
-527.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +2.2% |
| 7D | +15.6% | +4.5% | +11.1% | +10.7% |
| 30D | +17.2% | -4.9% | +22.1% | +22.7% |
| 3M | -14.2% | -7.9% | -6.3% | -7.4% |
| 6M | +47.7% | +18.3% | +29.3% | +19.5% |
| YTD | +31.7% | +51.5% | -19.8% | -18.1% |
| 1Y | -22.2% | +70.3% | -92.5% | -57.4% |
| 3Y | +8.4% | +210.6% | -202.2% | -74.1% |
| 5Y | -68.3% | +456.7% | -524.9% | -96.3% |
| All | -68.3% | +458.8% | -527.1% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling