-81.6%
MARA vs WM
+331.3%
-412.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.7% |
| 7D | +22.4% | +1.2% | +21.3% | +21.7% |
| 30D | -21.0% | +15.2% | -36.2% | -26.9% |
| 3M | -25.3% | +8.3% | -33.6% | -28.9% |
| 6M | -43.4% | +13.1% | -56.5% | -48.5% |
| YTD | -19.8% | +12.5% | -32.3% | -27.1% |
| 1Y | -50.0% | +21.8% | -71.8% | -57.0% |
| 3Y | -25.1% | +48.8% | -73.9% | -45.6% |
| 5Y | -90.5% | +62.1% | -152.6% | -93.6% |
| All | -81.6% | +331.3% | -412.9% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling