-82.2%
MARA vs WCC
+431.3%
-513.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.3% | -1.8% |
| 7D | +10.1% | +9.9% | +0.1% | +3.2% |
| 30D | -15.1% | -8.4% | -6.6% | -9.7% |
| 3M | -24.1% | -10.3% | -13.8% | -18.0% |
| 6M | -45.2% | -10.5% | -34.7% | -40.4% |
| YTD | -22.2% | +32.2% | -54.3% | -34.3% |
| 1Y | -45.3% | +25.5% | -70.8% | -52.3% |
| 3Y | -23.9% | +134.7% | -158.5% | -56.7% |
| 5Y | -90.8% | +139.9% | -230.7% | -94.8% |
| All | -82.2% | +431.3% | -513.5% | -94.5% |
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