-90.5%
MARA vs WAB
+679.9%
-770.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.0% |
| 7D | +6.0% | -3.2% | +9.2% | +8.6% |
| 30D | +0.6% | -4.4% | +5.1% | +4.1% |
| 3M | -18.5% | +7.9% | -26.4% | -23.3% |
| 6M | +21.7% | +8.7% | +13.0% | +13.9% |
| YTD | +25.9% | +33.0% | -7.0% | +1.6% |
| 1Y | -25.1% | +46.7% | -71.8% | -43.7% |
| 3Y | -5.7% | +153.0% | -158.7% | -50.0% |
| 5Y | -73.9% | +222.3% | -296.2% | -87.2% |
| 10Y | -75.6% | +291.0% | -366.6% | -89.8% |
| All | -90.5% | +679.9% | -770.4% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling