-90.5%
MARA vs WM
+788.3%
-878.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.9% |
| 7D | +6.0% | -0.3% | +6.3% | +6.2% |
| 30D | +0.6% | -2.4% | +3.0% | +1.7% |
| 3M | -18.5% | +0.4% | -18.9% | -20.4% |
| 6M | +21.7% | -9.5% | +31.2% | +25.7% |
| YTD | +25.9% | +0.5% | +25.4% | +22.4% |
| 1Y | -25.1% | -1.1% | -24.1% | -27.3% |
| 3Y | -5.7% | +46.0% | -51.8% | -30.1% |
| 5Y | -73.9% | +51.8% | -125.8% | -81.2% |
| 10Y | -75.6% | +307.5% | -383.1% | -88.9% |
| All | -90.5% | +788.3% | -878.8% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling