-79.2%
MARA vs WMB
+278.0%
-357.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +2.6% |
| 7D | +11.5% | +1.6% | +9.9% | +10.8% |
| 30D | -18.9% | -7.1% | -11.8% | -13.4% |
| 3M | -20.9% | -4.0% | -16.9% | -19.0% |
| 6M | -42.8% | -5.7% | -37.1% | -41.1% |
| YTD | -14.7% | +17.2% | -31.9% | -27.3% |
| 1Y | -47.6% | +17.2% | -64.8% | -55.5% |
| 3Y | -20.3% | +121.1% | -141.3% | -61.3% |
| 5Y | -89.2% | +197.2% | -286.3% | -95.8% |
| 10Y | -79.2% | +280.9% | -360.1% | -94.0% |
| All | -79.2% | +278.0% | -357.2% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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