-93.5%
MARA vs W
+210.9%
-304.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.7% |
| 3M | -24.1% | +10.7% | -34.8% | -27.7% |
| 6M | -45.2% | +86.3% | -131.5% | -59.3% |
| YTD | -22.2% | +11.5% | -33.6% | -30.8% |
| 1Y | -45.3% | +5.1% | -50.4% | -50.8% |
| 3Y | -23.9% | +171.0% | -194.8% | -57.3% |
| 5Y | -90.8% | -56.6% | -34.2% | -91.4% |
| 10Y | -81.0% | +213.4% | -294.4% | -88.2% |
| All | -93.5% | +210.9% | -304.4% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling