-82.1%
MARA vs WM
+337.2%
-419.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.5% |
| 7D | +3.3% | -0.5% | +3.7% | +3.2% |
| 30D | -31.2% | +13.3% | -44.5% | -35.9% |
| 3M | -34.2% | +4.4% | -38.6% | -36.3% |
| 6M | -48.7% | +10.8% | -59.5% | -53.0% |
| YTD | -26.1% | +9.1% | -35.1% | -31.8% |
| 1Y | -58.2% | +19.1% | -77.3% | -63.7% |
| 3Y | -28.1% | +45.7% | -73.7% | -47.4% |
| 5Y | -91.3% | +60.4% | -151.7% | -94.1% |
| 10Y | -82.1% | +328.7% | -410.8% | -92.1% |
| All | -82.1% | +337.2% | -419.3% | -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