+18.4%
MARA vs WAB
+164.8%
-146.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +2.3% |
| 7D | +13.8% | +0.2% | +13.6% | +13.6% |
| 30D | +24.7% | -4.6% | +29.2% | +31.1% |
| 3M | -10.4% | +5.6% | -16.1% | -16.6% |
| 6M | +37.6% | +13.8% | +23.8% | +16.4% |
| YTD | +32.7% | +31.9% | +0.9% | -5.7% |
| 1Y | -25.2% | +48.3% | -73.4% | -54.0% |
| All | +18.4% | +164.8% | -146.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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