+17.0%
PG vs MARA
-60.7%
+77.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.3% | +3.0% |
| 7D | +5.7% | -6.5% | +12.3% | +5.4% |
| 30D | +15.4% | -38.5% | +53.9% | +13.1% |
| 3M | +13.8% | -41.5% | +55.3% | +11.6% |
| 6M | +18.3% | -41.9% | +60.2% | +16.0% |
| YTD | +20.1% | -23.5% | +43.6% | +19.2% |
| 1Y | +17.0% | -58.7% | +75.7% | +10.4% |
| All | +17.0% | -60.7% | +77.7% | +10.4% |
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