+158.9%
PFE vs MARA
-85.6%
+244.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.3% |
| 7D | -3.0% | +11.5% | -14.5% | -3.0% |
| 30D | +5.2% | -18.9% | +24.1% | +5.3% |
| 3M | +12.2% | -20.9% | +33.1% | +12.3% |
| 6M | +17.8% | -42.8% | +60.6% | +18.1% |
| YTD | +26.2% | -14.7% | +40.9% | +26.0% |
| 1Y | +23.2% | -47.6% | +70.8% | +23.4% |
| 3Y | +21.3% | -20.3% | +41.6% | +20.5% |
| 5Y | -23.1% | -89.2% | +66.1% | -23.4% |
| 10Y | +50.7% | -79.2% | +129.9% | +43.5% |
| All | +158.9% | -85.6% | +244.5% | +146.6% |
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 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