-8.8%
MARA vs WETO
-99.4%
+90.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.4% | +10.2% | +4.9% |
| 7D | +5.9% | -4.3% | +10.2% | +6.0% |
| 30D | +24.3% | -39.9% | +64.2% | +23.4% |
| 3M | -12.0% | -97.9% | +85.9% | -4.1% |
| 6M | +40.1% | -95.0% | +135.2% | +40.4% |
| YTD | +33.4% | -97.2% | +130.6% | +38.4% |
| 1Y | -23.7% | -98.9% | +75.2% | -18.1% |
| All | -8.8% | -99.4% | +90.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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