-74.1%
MARA vs WELL
+356.7%
-430.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.8% |
| 7D | +5.9% | -0.2% | +6.2% | +6.0% |
| 30D | +24.3% | +2.3% | +22.0% | +23.0% |
| 3M | -12.0% | +12.3% | -24.2% | -17.4% |
| 6M | +40.1% | +15.6% | +24.5% | +28.7% |
| YTD | +33.4% | +28.3% | +5.1% | +16.2% |
| 1Y | -23.7% | +41.9% | -65.7% | -37.1% |
| 3Y | +19.0% | +198.3% | -179.4% | -32.6% |
| 5Y | -66.5% | +206.4% | -272.9% | -81.1% |
| All | -74.1% | +356.7% | -430.8% | -90.5% |
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