+234.4%
PG vs MARA
-78.5%
+312.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.2% |
| 7D | -2.7% | -1.5% | -1.2% | -2.7% |
| 30D | -1.5% | +18.1% | -19.6% | -1.6% |
| 3M | -3.4% | -9.4% | +6.1% | -3.4% |
| 6M | -7.0% | +33.4% | -40.4% | -7.2% |
| YTD | +2.0% | +27.3% | -25.3% | +1.7% |
| 1Y | -6.5% | -27.9% | +21.5% | -6.5% |
| 3Y | +1.2% | +4.8% | -3.6% | +0.5% |
| 5Y | +12.8% | -68.0% | +80.8% | +11.8% |
| 10Y | +117.7% | -74.7% | +192.4% | +109.5% |
| All | +234.4% | -78.5% | +312.8% | +223.0% |
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 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