-80.3%
MARA vs WM
+329.9%
-410.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.2% | +10.4% |
| 7D | +2.5% | +1.2% | +1.4% | +1.8% |
| 30D | -23.9% | +13.7% | -37.6% | -29.2% |
| 3M | -23.2% | +5.2% | -28.4% | -25.9% |
| 6M | -43.3% | +11.2% | -54.5% | -48.1% |
| YTD | -18.3% | +9.4% | -27.7% | -24.7% |
| 1Y | -52.9% | +20.4% | -73.3% | -59.4% |
| 3Y | -23.6% | +44.7% | -68.3% | -43.8% |
| 5Y | -88.7% | +58.5% | -147.2% | -92.2% |
| 10Y | -80.3% | +326.4% | -406.7% | -91.3% |
| All | -80.3% | +329.9% | -410.2% | -91.3% |
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