-69.3%
MARA vs WMB
+285.8%
-355.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.6% |
| 7D | +13.8% | 0.0% | +13.9% | +13.7% |
| 30D | +24.7% | +4.6% | +20.1% | +17.8% |
| 3M | -10.4% | +5.7% | -16.2% | -16.8% |
| 6M | +37.6% | +4.2% | +33.4% | +28.6% |
| YTD | +32.7% | +26.8% | +5.9% | +1.2% |
| 1Y | -25.2% | +34.7% | -59.9% | -47.2% |
| 3Y | +9.3% | +146.8% | -137.5% | -62.1% |
| 5Y | -69.3% | +285.0% | -354.4% | -92.9% |
| All | -69.3% | +285.8% | -355.2% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling