-69.3%
MARA vs W
-62.3%
-7.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +13.8% | +5.9% | +7.9% | +10.6% |
| 30D | +24.7% | -3.0% | +27.7% | +26.6% |
| 3M | -10.4% | +40.3% | -50.8% | -28.8% |
| 6M | +37.6% | +32.2% | +5.4% | +9.6% |
| YTD | +32.7% | -0.3% | +33.0% | +20.9% |
| 1Y | -25.2% | +16.2% | -41.3% | -40.5% |
| 3Y | +9.3% | +40.7% | -31.5% | -32.3% |
| 5Y | -69.3% | -62.3% | -7.0% | -61.3% |
| All | -69.3% | -62.3% | -7.1% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling