-23.7%
MARA vs GWW
+29.1%
-52.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | +5.9% | -3.4% | +9.3% | +7.0% |
| 30D | +24.3% | -1.9% | +26.2% | +24.7% |
| 3M | -12.0% | -2.4% | -9.6% | -12.2% |
| 6M | +40.1% | +15.7% | +24.4% | +25.3% |
| YTD | +33.4% | +27.6% | +5.8% | +15.1% |
| 1Y | -23.7% | +27.2% | -50.9% | -38.7% |
| All | -23.7% | +29.1% | -52.8% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling