+13.5%
MARA vs WU
-29.2%
+42.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -1.5% | -5.0% | +3.5% | +0.6% |
| 30D | +18.1% | -2.3% | +20.3% | +18.7% |
| 3M | -9.4% | -3.2% | -6.2% | -12.2% |
| 6M | +33.4% | -25.0% | +58.4% | +49.6% |
| YTD | +27.3% | -21.7% | +48.9% | +37.4% |
| 1Y | -27.9% | -9.0% | -19.0% | -30.9% |
| All | +13.5% | -29.2% | +42.7% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling