+238.1%
PEP vs MARA
-86.2%
+324.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.3% | +1.2% |
| 7D | +4.6% | +2.5% | +2.1% | +4.6% |
| 30D | +14.0% | -23.9% | +37.9% | +14.1% |
| 3M | +5.4% | -23.2% | +28.6% | +5.5% |
| 6M | -5.1% | -43.3% | +38.1% | -5.0% |
| YTD | +3.1% | -18.3% | +21.4% | +3.0% |
| 1Y | +4.8% | -52.9% | +57.7% | +4.9% |
| 3Y | -4.1% | -23.6% | +19.5% | -4.8% |
| 5Y | +3.0% | -88.7% | +91.6% | +2.5% |
| 10Y | +89.6% | -80.3% | +169.9% | +81.9% |
| All | +238.1% | -86.2% | +324.3% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling