-74.1%
MARA vs WPM
+558.4%
-632.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +3.8% |
| 7D | +5.9% | -0.6% | +6.5% | +6.3% |
| 30D | +24.3% | +14.4% | +9.9% | +17.5% |
| 3M | -12.0% | +37.0% | -49.0% | -23.9% |
| 6M | +40.1% | +4.1% | +36.0% | +36.2% |
| YTD | +33.4% | +31.7% | +1.7% | +16.5% |
| 1Y | -23.7% | +44.2% | -67.9% | -36.8% |
| 3Y | +19.0% | +265.5% | -246.5% | -39.8% |
| 5Y | -66.5% | +262.5% | -329.0% | -83.0% |
| All | -74.1% | +558.4% | -632.5% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling