-94.0%
MARA vs WMB
+351.3%
-445.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.4% |
| 7D | +22.4% | +8.1% | +14.4% | +17.9% |
| 30D | -21.0% | -6.9% | -14.1% | -17.8% |
| 3M | -25.3% | -5.1% | -20.2% | -23.6% |
| 6M | -43.4% | -5.7% | -37.7% | -42.2% |
| YTD | -19.8% | +18.1% | -37.9% | -26.8% |
| 1Y | -50.0% | +18.4% | -68.4% | -54.5% |
| 3Y | -25.1% | +122.7% | -147.8% | -49.6% |
| 5Y | -90.5% | +202.0% | -292.6% | -94.3% |
| 10Y | -80.4% | +283.8% | -364.2% | -89.9% |
| All | -94.0% | +351.3% | -445.3% | -98.5% |
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