+8.4%
MARA vs WMB
+148.7%
-140.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.1% |
| 7D | +15.6% | +0.8% | +14.8% | +15.0% |
| 30D | +17.2% | +7.7% | +9.5% | +9.8% |
| 3M | -14.2% | +6.7% | -20.9% | -19.2% |
| 6M | +47.7% | +3.6% | +44.1% | +41.1% |
| YTD | +31.7% | +28.0% | +3.7% | +5.6% |
| 1Y | -22.2% | +37.6% | -59.8% | -42.1% |
| 3Y | +8.4% | +149.0% | -140.6% | -48.7% |
| All | +8.4% | +148.7% | -140.3% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling