-25.1%
MARA vs WM
-0.9%
-24.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -3.5% |
| 7D | +6.0% | -0.3% | +6.3% | +5.6% |
| 30D | +0.6% | -2.4% | +3.0% | -1.2% |
| 3M | -18.5% | +0.4% | -18.9% | -18.5% |
| 6M | +21.7% | -9.5% | +31.2% | +18.7% |
| YTD | +25.9% | +0.5% | +25.4% | +32.1% |
| 1Y | -25.1% | -1.1% | -24.1% | -16.6% |
| All | -25.1% | -0.9% | -24.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling