-90.1%
MARA vs WU
-19.0%
-71.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.9% |
| 7D | +15.6% | -0.8% | +16.5% | +16.0% |
| 30D | +17.2% | -1.1% | +18.4% | +17.4% |
| 3M | -14.2% | -1.8% | -12.3% | -16.4% |
| 6M | +47.7% | -23.9% | +71.6% | +65.1% |
| YTD | +31.7% | -20.4% | +52.1% | +42.2% |
| 1Y | -22.2% | -10.6% | -11.6% | -22.1% |
| 3Y | +8.4% | -27.7% | +36.2% | +21.6% |
| 5Y | -68.3% | -51.1% | -17.1% | -56.6% |
| 10Y | -74.9% | -40.7% | -34.1% | -68.8% |
| All | -90.1% | -19.0% | -71.1% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling