-94.4%
MARA vs PWR
+2,469.5%
-2,563.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.8% | -2.2% |
| 7D | +3.3% | -4.8% | +8.0% | +6.9% |
| 30D | -31.2% | -16.2% | -15.0% | -22.0% |
| 3M | -34.2% | -11.9% | -22.2% | -28.3% |
| 6M | -48.7% | -20.6% | -28.1% | -39.7% |
| YTD | -26.1% | +40.3% | -66.3% | -42.1% |
| 1Y | -58.2% | +33.0% | -91.2% | -65.8% |
| 3Y | -28.1% | +250.0% | -278.1% | -70.4% |
| 5Y | -91.3% | +404.2% | -495.4% | -96.9% |
| 10Y | -82.1% | +1,865.8% | -1,948.0% | -96.6% |
| All | -94.4% | +2,469.5% | -2,563.9% | -99.1% |
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 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