-93.6%
MARA vs WELL
+674.3%
-767.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +11.5% | +0.1% | +11.4% | +11.6% |
| 30D | -18.9% | +7.8% | -26.6% | -21.8% |
| 3M | -20.9% | +10.2% | -31.1% | -24.6% |
| 6M | -42.8% | +16.4% | -59.2% | -47.7% |
| YTD | -14.7% | +35.2% | -49.9% | -27.3% |
| 1Y | -47.6% | +30.5% | -78.1% | -54.7% |
| 3Y | -20.3% | +206.1% | -226.4% | -54.2% |
| 5Y | -89.2% | +228.3% | -317.4% | -93.9% |
| 10Y | -79.2% | +468.3% | -547.5% | -91.8% |
| All | -93.6% | +674.3% | -767.9% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling