+35.2%
PFE vs MARA
-74.3%
+109.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -4.3% | +13.8% | -18.1% | -4.4% |
| 30D | +2.7% | +24.7% | -22.0% | +2.4% |
| 3M | +10.0% | -10.4% | +20.4% | +10.0% |
| 6M | +7.2% | +37.6% | -30.5% | +6.7% |
| YTD | +17.3% | +32.7% | -15.4% | +16.7% |
| 1Y | +20.3% | -25.2% | +45.5% | +20.2% |
| 3Y | -1.6% | +9.3% | -10.9% | -2.8% |
| 5Y | -21.4% | -69.3% | +48.0% | -22.5% |
| 10Y | +35.2% | -73.6% | +108.8% | +34.0% |
| All | +35.2% | -74.3% | +109.6% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling