+8.4%
MARA vs W
+44.2%
-35.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.4% |
| 7D | +15.6% | +6.5% | +9.2% | +12.7% |
| 30D | +17.2% | -6.2% | +23.5% | +20.4% |
| 3M | -14.2% | +48.9% | -63.0% | -31.0% |
| 6M | +47.7% | +31.2% | +16.5% | +23.0% |
| YTD | +31.7% | -0.4% | +32.2% | +23.5% |
| 1Y | -22.2% | +14.8% | -37.0% | -35.1% |
| 3Y | +8.4% | +40.5% | -32.1% | -29.0% |
| All | +8.4% | +44.2% | -35.7% | -29.0% |
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 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