-91.6%
MARA vs WM
+59.1%
-150.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +8.3% |
| 7D | -6.2% | +1.2% | -7.4% | -6.5% |
| 30D | -38.7% | +13.1% | -51.8% | -40.7% |
| 3M | -40.4% | +3.6% | -44.0% | -41.0% |
| 6M | -51.3% | +8.1% | -59.3% | -53.3% |
| YTD | -29.3% | +8.9% | -38.2% | -32.4% |
| 1Y | -60.2% | +20.3% | -80.5% | -64.0% |
| 3Y | -31.3% | +46.2% | -77.4% | -47.6% |
| All | -91.6% | +59.1% | -150.7% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling