-25.1%
MARA vs WEC
+1.8%
-26.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +0.6% | -1.3% | +1.9% | +0.4% |
| 3M | -18.5% | -3.9% | -14.6% | -19.5% |
| 6M | +21.7% | -8.3% | +30.1% | +26.1% |
| YTD | +25.9% | +3.1% | +22.9% | +23.6% |
| 1Y | -25.1% | +1.9% | -27.1% | -18.3% |
| All | -25.1% | +1.8% | -26.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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