-90.0%
MARA vs GWW
+694.4%
-784.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +13.8% | -0.5% | +14.3% | +14.1% |
| 30D | +24.7% | -1.4% | +26.1% | +25.4% |
| 3M | -10.4% | -3.6% | -6.8% | -9.2% |
| 6M | +37.6% | +15.1% | +22.5% | +24.3% |
| YTD | +32.7% | +27.5% | +5.3% | +12.6% |
| 1Y | -25.2% | +29.6% | -54.8% | -37.4% |
| 3Y | +9.3% | +90.1% | -80.8% | -23.8% |
| 5Y | -69.3% | +222.6% | -292.0% | -83.5% |
| 10Y | -73.6% | +566.5% | -640.1% | -90.0% |
| All | -90.0% | +694.4% | -784.5% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling