-90.5%
MARA vs WMB
+378.5%
-469.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | +0.6% | +3.3% | -2.6% | -1.8% |
| 3M | -18.5% | +3.1% | -21.6% | -20.5% |
| 6M | +21.7% | -0.7% | +22.5% | +20.7% |
| YTD | +25.9% | +25.2% | +0.8% | +11.2% |
| 1Y | -25.1% | +32.9% | -58.0% | -36.1% |
| 3Y | -5.7% | +140.6% | -146.3% | -39.3% |
| 5Y | -73.9% | +273.5% | -347.4% | -85.8% |
| 10Y | -75.6% | +334.2% | -409.8% | -88.0% |
| All | -90.5% | +378.5% | -469.0% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling