+13.5%
MARA vs WBD
+147.2%
-133.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.5% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +18.1% | +4.2% | +13.9% | +16.2% |
| 3M | -9.4% | +7.5% | -16.9% | -12.2% |
| 6M | +33.4% | +1.6% | +31.8% | +32.3% |
| YTD | +27.3% | -2.2% | +29.4% | +28.0% |
| 1Y | -27.9% | +124.9% | -152.8% | -49.5% |
| All | +13.5% | +147.2% | -133.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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