-68.0%
MARA vs WCN
+25.5%
-93.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.4% |
| 7D | -1.5% | -4.4% | +3.0% | +1.4% |
| 30D | +18.1% | -4.4% | +22.5% | +21.4% |
| 3M | -9.4% | +0.5% | -9.9% | -12.2% |
| 6M | +33.4% | -3.3% | +36.6% | +32.3% |
| YTD | +27.3% | -8.5% | +35.8% | +31.7% |
| 1Y | -27.9% | -8.9% | -19.0% | -26.2% |
| 3Y | +4.8% | +18.0% | -13.3% | -25.2% |
| 5Y | -68.0% | +25.0% | -93.1% | -79.1% |
| All | -68.0% | +25.5% | -93.5% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling