-74.9%
MARA vs WM
+305.2%
-380.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.9% |
| 7D | +15.6% | -0.9% | +16.5% | +16.2% |
| 30D | +17.2% | -4.3% | +21.6% | +19.8% |
| 3M | -14.2% | +0.8% | -14.9% | -16.2% |
| 6M | +47.7% | -10.8% | +58.4% | +53.9% |
| YTD | +31.7% | -0.1% | +31.8% | +28.2% |
| 1Y | -22.2% | +1.0% | -23.2% | -25.6% |
| 3Y | +8.4% | +45.1% | -36.7% | -21.3% |
| 5Y | -68.3% | +52.1% | -120.4% | -77.8% |
| 10Y | -74.9% | +302.9% | -377.8% | -87.0% |
| All | -74.9% | +305.2% | -380.1% | -87.0% |
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