-74.1%
MARA vs GWW
+570.2%
-644.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.4% |
| 7D | +5.9% | -3.4% | +9.3% | +8.1% |
| 30D | +24.3% | -1.9% | +26.2% | +25.4% |
| 3M | -12.0% | -2.4% | -9.6% | -11.5% |
| 6M | +40.1% | +15.7% | +24.4% | +25.8% |
| YTD | +33.4% | +27.6% | +5.8% | +12.7% |
| 1Y | -23.7% | +27.2% | -50.9% | -35.6% |
| 3Y | +19.0% | +89.7% | -70.7% | -17.0% |
| 5Y | -66.5% | +223.9% | -290.4% | -81.8% |
| All | -74.1% | +570.2% | -644.3% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling