-58.7%
MARA vs WU
-18.0%
-40.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.5% | -3.7% |
| 7D | -6.5% | +8.2% | -14.7% | -6.0% |
| 30D | -38.5% | +8.0% | -46.5% | -38.2% |
| 3M | -41.5% | -6.6% | -34.9% | -41.4% |
| 6M | -41.9% | -23.3% | -18.7% | -41.7% |
| YTD | -23.5% | -22.4% | -1.1% | -24.3% |
| 1Y | -58.7% | -18.0% | -40.7% | -59.5% |
| All | -58.7% | -18.0% | -40.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling