-66.3%
MARA vs WU
-51.3%
-15.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.7% |
| 3M | -12.0% | -2.3% | -9.7% | -14.9% |
| 6M | +40.1% | -25.4% | +65.5% | +60.7% |
| YTD | +33.4% | -21.2% | +54.6% | +45.7% |
| 1Y | -23.7% | -8.9% | -14.9% | -25.9% |
| 3Y | +19.0% | -29.0% | +47.9% | +35.7% |
| All | -66.3% | -51.3% | -15.0% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling