-82.2%
MARA vs WM
+330.8%
-412.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +10.1% | +3.2% | +6.9% | +8.5% |
| 30D | -15.1% | +13.0% | -28.1% | -20.6% |
| 3M | -24.1% | +9.2% | -33.3% | -28.1% |
| 6M | -45.2% | +13.6% | -58.8% | -50.3% |
| YTD | -22.2% | +12.4% | -34.6% | -29.2% |
| 1Y | -45.3% | +21.2% | -66.5% | -52.8% |
| 3Y | -23.9% | +48.7% | -72.5% | -44.7% |
| 5Y | -90.8% | +61.9% | -152.7% | -93.7% |
| All | -82.2% | +330.8% | -412.9% | -92.4% |
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