-12.5%
PEP vs MARA
-0.2%
-12.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.6% |
| 7D | +0.1% | +15.6% | -15.5% | +0.2% |
| 30D | +0.7% | +17.2% | -16.6% | +0.7% |
| 3M | -0.5% | -14.2% | +13.6% | -0.4% |
| 6M | -11.3% | +47.7% | -59.0% | -11.5% |
| YTD | -0.6% | +31.7% | -32.3% | -0.8% |
| 1Y | +1.7% | -22.2% | +23.8% | +1.5% |
| 3Y | -12.5% | +8.4% | -20.9% | -15.7% |
| All | -12.5% | -0.2% | -12.3% | -15.7% |
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