-90.5%
MARA vs WEC
+371.1%
-461.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +0.6% | -1.3% | +1.9% | +0.6% |
| 3M | -18.5% | -3.9% | -14.6% | -18.6% |
| 6M | +21.7% | -8.3% | +30.1% | +21.6% |
| YTD | +25.9% | +3.1% | +22.9% | +26.1% |
| 1Y | -25.1% | +1.9% | -27.1% | -25.0% |
| 3Y | -5.7% | +41.9% | -47.7% | -4.1% |
| 5Y | -73.9% | +30.8% | -104.7% | -73.4% |
| 10Y | -75.6% | +141.9% | -217.5% | -77.4% |
| All | -90.5% | +371.1% | -461.6% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling