-90.1%
MARA vs WCC
+471.0%
-561.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.0% |
| 7D | +15.6% | +8.5% | +7.2% | +9.6% |
| 30D | +17.2% | -1.0% | +18.2% | +18.0% |
| 3M | -14.2% | +2.1% | -16.3% | -14.8% |
| 6M | +47.7% | +36.8% | +10.9% | +20.3% |
| YTD | +31.7% | +47.7% | -16.0% | +2.8% |
| 1Y | -22.2% | +66.5% | -88.7% | -44.3% |
| 3Y | +8.4% | +134.2% | -125.7% | -39.0% |
| 5Y | -68.3% | +231.6% | -299.9% | -85.2% |
| 10Y | -74.9% | +508.1% | -583.0% | -92.8% |
| All | -90.1% | +471.0% | -561.1% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling