-90.5%
MARA vs PWR
+2,612.1%
-2,702.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.0% |
| 7D | +6.0% | +3.6% | +2.4% | +3.4% |
| 30D | +0.6% | -8.6% | +9.2% | +7.0% |
| 3M | -18.5% | -13.2% | -5.4% | -9.6% |
| 6M | +21.7% | +9.9% | +11.8% | +13.4% |
| YTD | +25.9% | +48.0% | -22.1% | -4.8% |
| 1Y | -25.1% | +66.2% | -91.3% | -47.6% |
| 3Y | -5.7% | +195.1% | -200.9% | -56.3% |
| 5Y | -73.9% | +442.6% | -516.5% | -91.2% |
| 10Y | -75.6% | +2,334.2% | -2,409.9% | -95.7% |
| All | -90.5% | +2,612.1% | -2,702.6% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling