-23.7%
MARA vs WCN
-9.1%
-14.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.9% |
| 7D | +5.9% | -3.1% | +9.0% | +4.4% |
| 30D | +24.3% | -3.4% | +27.7% | +22.3% |
| 3M | -12.0% | +3.0% | -14.9% | -12.6% |
| 6M | +40.1% | -3.8% | +43.9% | +40.0% |
| YTD | +33.4% | -8.3% | +41.7% | +28.4% |
| 1Y | -23.7% | -9.7% | -14.0% | -17.6% |
| All | -23.7% | -9.1% | -14.6% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling