-82.2%
MARA vs WEC
+197.9%
-280.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -2.8% |
| 7D | +10.1% | +2.3% | +7.8% | +10.3% |
| 30D | -15.1% | +11.1% | -26.1% | -14.1% |
| 3M | -24.1% | +8.4% | -32.6% | -23.4% |
| 6M | -45.2% | +7.5% | -52.7% | -44.6% |
| YTD | -22.2% | +15.3% | -37.5% | -20.9% |
| 1Y | -45.3% | +9.7% | -55.0% | -44.6% |
| 3Y | -23.9% | +64.7% | -88.5% | -19.0% |
| 5Y | -90.8% | +57.3% | -148.1% | -90.1% |
| All | -82.2% | +197.9% | -280.1% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling