-22.2%
PFE vs MARA
-69.8%
+47.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -6.9% | -2.4% |
| 7D | -2.7% | +15.6% | -18.3% | -2.8% |
| 30D | +3.8% | +17.2% | -13.4% | +3.6% |
| 3M | +10.4% | -14.2% | +24.5% | +10.5% |
| 6M | +6.3% | +47.7% | -41.4% | +5.4% |
| YTD | +17.4% | +31.7% | -14.4% | +16.5% |
| 1Y | +21.1% | -22.2% | +43.3% | +20.9% |
| 3Y | -1.6% | +8.4% | -10.0% | -2.7% |
| 5Y | -22.2% | -68.3% | +46.1% | -27.1% |
| All | -22.2% | -69.8% | +47.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling