+20.9%
PFE vs MARA
-22.0%
+42.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.5% | -10.1% | +0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | +5.3% | -23.9% | +29.3% | +5.7% |
| 3M | +10.1% | -23.2% | +33.3% | +10.4% |
| 6M | +18.0% | -43.3% | +61.3% | +18.8% |
| YTD | +25.8% | -18.3% | +44.1% | +25.1% |
| 1Y | +28.4% | -52.9% | +81.3% | +29.2% |
| 3Y | +20.9% | -23.6% | +44.5% | +25.1% |
| All | +20.9% | -22.0% | +42.9% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling