-23.9%
MARA vs W
+161.9%
-185.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +10.1% | +0.2% | +9.9% | +9.9% |
| 30D | -15.1% | +6.8% | -21.9% | -17.8% |
| 3M | -24.1% | +10.7% | -34.8% | -28.0% |
| 6M | -45.2% | +86.3% | -131.5% | -60.7% |
| YTD | -22.2% | +11.5% | -33.6% | -31.1% |
| 1Y | -45.3% | +5.1% | -50.4% | -50.9% |
| 3Y | -23.9% | +171.0% | -194.8% | -64.5% |
| All | -23.9% | +161.9% | -185.8% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling