-23.9%
MARA vs WCC
+134.5%
-158.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.3% | -1.6% |
| 7D | +10.1% | +9.9% | +0.1% | +1.9% |
| 30D | -15.1% | -8.4% | -6.6% | -8.8% |
| 3M | -24.1% | -10.3% | -13.8% | -17.1% |
| 6M | -45.2% | -10.5% | -34.7% | -40.0% |
| YTD | -22.2% | +32.2% | -54.3% | -36.8% |
| 1Y | -45.3% | +25.5% | -70.8% | -53.9% |
| 3Y | -23.9% | +134.7% | -158.5% | -53.7% |
| All | -23.9% | +134.5% | -158.3% | -53.7% |
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