-82.2%
MARA vs WWD
+439.4%
-521.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +10.1% | +4.0% | +6.1% | +7.4% |
| 30D | -15.1% | +0.4% | -15.5% | -14.7% |
| 3M | -24.1% | -7.9% | -16.2% | -19.7% |
| 6M | -45.2% | -10.6% | -34.5% | -41.4% |
| YTD | -22.2% | +9.4% | -31.6% | -29.3% |
| 1Y | -45.3% | +25.7% | -71.1% | -55.6% |
| 3Y | -23.9% | +148.5% | -172.4% | -62.9% |
| 5Y | -90.8% | +189.5% | -280.3% | -95.8% |
| All | -82.2% | +439.4% | -521.5% | -94.0% |
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