-74.1%
MARA vs WWD
+498.2%
-572.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.5% | +3.9% |
| 7D | +5.9% | -2.6% | +8.5% | +7.8% |
| 30D | +24.3% | -6.9% | +31.2% | +29.7% |
| 3M | -12.0% | -13.0% | +1.1% | -4.6% |
| 6M | +40.1% | -12.5% | +52.6% | +48.7% |
| YTD | +33.4% | +11.8% | +21.6% | +18.5% |
| 1Y | -23.7% | +41.1% | -64.8% | -43.5% |
| 3Y | +19.0% | +163.1% | -144.1% | -44.7% |
| 5Y | -66.5% | +187.6% | -254.1% | -85.0% |
| All | -74.1% | +498.2% | -572.3% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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