-90.1%
MARA vs WPM
+546.6%
-636.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +15.6% | +7.0% | +8.6% | +13.2% |
| 30D | +17.2% | +15.7% | +1.5% | +12.4% |
| 3M | -14.2% | +35.2% | -49.4% | -21.9% |
| 6M | +47.7% | +6.1% | +41.6% | +44.2% |
| YTD | +31.7% | +32.6% | -0.8% | +20.3% |
| 1Y | -22.2% | +46.9% | -69.1% | -31.6% |
| 3Y | +8.4% | +276.3% | -267.9% | -30.5% |
| 5Y | -68.3% | +260.0% | -328.3% | -79.3% |
| 10Y | -74.9% | +508.5% | -583.4% | -85.3% |
| All | -90.1% | +546.6% | -636.7% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling