+242.4%
PEP vs MARA
-86.8%
+329.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.2% | +2.2% |
| 7D | +2.9% | +10.1% | -7.2% | +2.9% |
| 30D | +12.5% | -15.1% | +27.6% | +12.6% |
| 3M | +4.5% | -24.1% | +28.6% | +4.6% |
| 6M | -0.5% | -45.2% | +44.7% | -0.3% |
| YTD | +4.4% | -22.2% | +26.6% | +4.3% |
| 1Y | +4.4% | -45.3% | +49.7% | +4.4% |
| 3Y | -3.4% | -23.9% | +20.5% | -4.0% |
| 5Y | +5.2% | -90.8% | +96.0% | +4.8% |
| 10Y | +92.1% | -81.0% | +173.1% | +84.4% |
| All | +242.4% | -86.8% | +329.3% | +229.5% |
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