-25.1%
MARA vs WCC
+61.8%
-86.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -5.7% |
| 7D | +6.0% | +4.5% | +1.5% | +2.3% |
| 30D | +0.6% | -5.8% | +6.4% | +5.8% |
| 3M | -18.5% | -3.7% | -14.9% | -16.5% |
| 6M | +21.7% | +23.1% | -1.3% | +3.1% |
| YTD | +25.9% | +44.2% | -18.2% | -2.0% |
| 1Y | -25.1% | +62.1% | -87.2% | -43.2% |
| All | -25.1% | +61.8% | -86.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling