-42.8%
MARA vs WELL
+16.3%
-59.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.3% |
| 7D | +11.5% | +0.1% | +11.4% | +11.3% |
| 30D | -18.9% | +7.8% | -26.6% | -13.1% |
| 3M | -20.9% | +10.2% | -31.1% | -12.9% |
| 6M | -42.8% | +16.4% | -59.2% | -33.3% |
| All | -42.8% | +16.3% | -59.1% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling