+35.6%
PFE vs MARA
-60.7%
+96.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +2.6% |
| 7D | +4.6% | -6.5% | +11.1% | +4.6% |
| 30D | +12.3% | -38.5% | +50.8% | +12.4% |
| 3M | +21.2% | -41.5% | +62.7% | +21.3% |
| 6M | +21.1% | -41.9% | +63.0% | +21.0% |
| YTD | +30.0% | -23.5% | +53.5% | +27.6% |
| 1Y | +35.6% | -58.7% | +94.3% | +37.6% |
| All | +35.6% | -60.7% | +96.3% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling