-74.1%
MARA vs WCC
+541.6%
-615.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +2.3% |
| 7D | +5.9% | +1.5% | +4.4% | +5.0% |
| 30D | +24.3% | -2.1% | +26.4% | +26.2% |
| 3M | -12.0% | +3.8% | -15.8% | -13.6% |
| 6M | +40.1% | +35.0% | +5.1% | +15.2% |
| YTD | +33.4% | +46.4% | -13.0% | +5.0% |
| 1Y | -23.7% | +63.0% | -86.7% | -44.4% |
| 3Y | +19.0% | +133.9% | -115.0% | -32.7% |
| 5Y | -66.5% | +226.5% | -293.0% | -84.1% |
| All | -74.1% | +541.6% | -615.7% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling