-94.2%
MARA vs WAB
+721.5%
-815.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.3% |
| 7D | +10.1% | +5.1% | +5.0% | +6.3% |
| 30D | -15.1% | +4.0% | -19.1% | -16.8% |
| 3M | -24.1% | +0.1% | -24.2% | -23.4% |
| 6M | -45.2% | +12.8% | -58.0% | -49.7% |
| YTD | -22.2% | +40.1% | -62.2% | -39.0% |
| 1Y | -45.3% | +46.4% | -91.7% | -58.6% |
| 3Y | -23.9% | +167.4% | -191.2% | -60.9% |
| 5Y | -90.8% | +215.0% | -305.8% | -95.5% |
| 10Y | -81.0% | +269.2% | -350.2% | -92.0% |
| All | -94.2% | +721.5% | -815.7% | -98.5% |
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