+18.4%
MARA vs WCC
+129.2%
-110.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.8% |
| 7D | +13.8% | +6.8% | +7.0% | +8.0% |
| 30D | +24.7% | -3.0% | +27.7% | +27.7% |
| 3M | -10.4% | +0.2% | -10.6% | -10.4% |
| 6M | +37.6% | +33.2% | +4.5% | +9.2% |
| YTD | +32.7% | +45.8% | -13.1% | -0.8% |
| 1Y | -25.2% | +68.4% | -93.6% | -50.5% |
| All | +18.4% | +129.2% | -110.9% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling