-90.5%
MARA vs WELL
+636.8%
-727.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.6% |
| 7D | +6.0% | -0.8% | +6.8% | +6.4% |
| 30D | +0.6% | -0.1% | +0.7% | +0.6% |
| 3M | -18.5% | +18.0% | -36.5% | -25.5% |
| 6M | +21.7% | +15.0% | +6.7% | +12.6% |
| YTD | +25.9% | +28.6% | -2.7% | +10.4% |
| 1Y | -25.1% | +42.9% | -68.1% | -37.9% |
| 3Y | -5.7% | +203.0% | -208.8% | -45.3% |
| 5Y | -73.9% | +206.9% | -280.8% | -84.9% |
| 10Y | -75.6% | +339.5% | -415.1% | -89.4% |
| All | -90.5% | +636.8% | -727.3% | -97.6% |
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