-89.5%
MARA vs W
+176.2%
-265.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.5% |
| 7D | +6.0% | -4.2% | +10.2% | +7.8% |
| 30D | +0.6% | -7.6% | +8.2% | +3.8% |
| 3M | -18.5% | +37.2% | -55.7% | -30.9% |
| 6M | +21.7% | +26.3% | -4.6% | +4.7% |
| YTD | +25.9% | -1.0% | +26.9% | +18.3% |
| 1Y | -25.1% | +20.1% | -45.2% | -37.4% |
| 3Y | -5.7% | +37.8% | -43.5% | -31.4% |
| 5Y | -73.9% | -63.7% | -10.3% | -73.7% |
| 10Y | -75.6% | +156.3% | -232.0% | -83.9% |
| All | -89.5% | +176.2% | -265.7% | -92.8% |
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