-74.1%
MARA vs WU
-39.1%
-35.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | +5.9% | -3.5% | +9.4% | +7.9% |
| 30D | +24.3% | -2.9% | +27.2% | +25.8% |
| 3M | -12.0% | -2.3% | -9.7% | -14.4% |
| 6M | +40.1% | -25.4% | +65.5% | +59.8% |
| YTD | +33.4% | -21.2% | +54.6% | +45.5% |
| 1Y | -23.7% | -8.9% | -14.9% | -25.0% |
| 3Y | +19.0% | -29.0% | +47.9% | +35.5% |
| 5Y | -66.5% | -50.7% | -15.7% | -53.1% |
| All | -74.1% | -39.1% | -35.0% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling