-42.8%
MARA vs WMB
-3.3%
-39.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.5% |
| 7D | +11.5% | +1.6% | +9.9% | +10.9% |
| 30D | -18.9% | -7.1% | -11.8% | -18.3% |
| 3M | -20.9% | -4.0% | -16.9% | -20.5% |
| 6M | -42.8% | -5.7% | -37.1% | -41.4% |
| All | -42.8% | -3.3% | -39.5% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling