+19.0%
MARA vs WCN
+18.4%
+0.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +5.9% | -3.1% | +9.0% | +6.4% |
| 30D | +24.3% | -3.4% | +27.7% | +24.8% |
| 3M | -12.0% | +3.0% | -14.9% | -14.1% |
| 6M | +40.1% | -3.8% | +43.9% | +40.4% |
| YTD | +33.4% | -8.3% | +41.7% | +36.1% |
| 1Y | -23.7% | -9.7% | -14.0% | -21.7% |
| 3Y | +19.0% | +17.2% | +1.8% | +2.0% |
| All | +19.0% | +18.4% | +0.6% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling