-74.1%
MARA vs WCN
+235.9%
-310.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +5.9% | -3.1% | +9.0% | +8.3% |
| 30D | +24.3% | -3.4% | +27.7% | +27.3% |
| 3M | -12.0% | +3.0% | -14.9% | -16.1% |
| 6M | +40.1% | -3.8% | +43.9% | +39.5% |
| YTD | +33.4% | -8.3% | +41.7% | +37.5% |
| 1Y | -23.7% | -9.7% | -14.0% | -21.4% |
| 3Y | +19.0% | +17.2% | +1.8% | -6.5% |
| 5Y | -66.5% | +25.3% | -91.8% | -74.7% |
| All | -74.1% | +235.9% | -310.0% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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