+161.2%
PANW vs MARA
+13.6%
+147.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.8% | -7.1% | -2.8% |
| 7D | -0.8% | +5.9% | -6.7% | -1.5% |
| 30D | -14.6% | +24.3% | -38.8% | -17.0% |
| 3M | +18.3% | -12.0% | +30.3% | +18.8% |
| 6M | +100.5% | +40.1% | +60.4% | +90.1% |
| YTD | +79.5% | +33.4% | +46.1% | +69.3% |
| 1Y | +66.7% | -23.7% | +90.5% | +65.5% |
| 3Y | +161.2% | +19.0% | +142.3% | +122.0% |
| All | +161.2% | +13.6% | +147.7% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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