+18.4%
MARA vs WELL
+201.2%
-182.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | +13.8% | -1.1% | +15.0% | +14.4% |
| 30D | +24.7% | +0.7% | +23.9% | +24.3% |
| 3M | -10.4% | +14.5% | -25.0% | -17.2% |
| 6M | +37.6% | +14.4% | +23.2% | +26.7% |
| YTD | +32.7% | +28.5% | +4.3% | +13.5% |
| 1Y | -25.2% | +41.8% | -66.9% | -40.7% |
| All | +18.4% | +201.2% | -182.9% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling