-81.6%
MARA vs W
+211.1%
-292.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -4.9% |
| 7D | +22.4% | -1.7% | +24.1% | +23.2% |
| 30D | -21.0% | +3.2% | -24.2% | -22.4% |
| 3M | -25.3% | +8.3% | -33.6% | -28.7% |
| 6M | -43.4% | +84.3% | -127.7% | -59.5% |
| YTD | -19.8% | +11.0% | -30.8% | -30.0% |
| 1Y | -50.0% | -0.2% | -49.8% | -54.7% |
| 3Y | -25.1% | +157.9% | -183.0% | -61.1% |
| 5Y | -90.5% | -56.8% | -33.7% | -91.1% |
| All | -81.6% | +211.1% | -292.8% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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