-23.7%
MARA vs WU
-9.1%
-14.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.8% |
| 7D | +5.9% | -3.5% | +9.4% | +6.1% |
| 30D | +24.3% | -2.9% | +27.2% | +24.4% |
| 3M | -12.0% | -2.3% | -9.7% | -14.9% |
| 6M | +40.1% | -25.4% | +65.5% | +42.9% |
| YTD | +33.4% | -21.2% | +54.6% | +34.4% |
| 1Y | -23.7% | -8.9% | -14.9% | -27.8% |
| All | -23.7% | -9.1% | -14.7% | -27.8% |
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