-31.3%
MARA vs WM
+47.1%
-78.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +7.4% |
| 7D | -6.2% | +1.2% | -7.4% | -5.8% |
| 30D | -38.7% | +13.1% | -51.8% | -37.3% |
| 3M | -40.4% | +3.6% | -44.0% | -39.6% |
| 6M | -51.3% | +8.1% | -59.3% | -50.9% |
| YTD | -29.3% | +8.9% | -38.2% | -28.5% |
| 1Y | -60.2% | +20.3% | -80.5% | -60.7% |
| 3Y | -31.3% | +46.2% | -77.4% | -19.3% |
| All | -31.3% | +47.1% | -78.4% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling