+3.2%
PEP vs MARA
-68.8%
+72.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.3% |
| 7D | -1.7% | +13.8% | -15.5% | -1.8% |
| 30D | +0.3% | +24.7% | -24.4% | +0.1% |
| 3M | -3.2% | -10.4% | +7.2% | -3.2% |
| 6M | -13.6% | +37.6% | -51.2% | -14.0% |
| YTD | -1.9% | +32.7% | -34.6% | -2.4% |
| 1Y | -0.6% | -25.2% | +24.6% | -0.7% |
| 3Y | -13.6% | +9.3% | -22.8% | -15.3% |
| 5Y | +3.2% | -69.3% | +72.6% | -2.8% |
| All | +3.2% | -68.8% | +72.1% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling