-82.2%
MARA vs WELL
+463.2%
-545.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | -15.1% | +5.7% | -20.7% | -17.5% |
| 3M | -24.1% | +4.6% | -28.7% | -26.1% |
| 6M | -45.2% | +11.9% | -57.0% | -49.1% |
| YTD | -22.2% | +33.6% | -55.7% | -33.8% |
| 1Y | -45.3% | +29.8% | -75.1% | -53.0% |
| 3Y | -23.9% | +202.2% | -226.0% | -57.4% |
| 5Y | -90.8% | +223.2% | -314.0% | -95.0% |
| All | -82.2% | +463.2% | -545.3% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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