+18.4%
MARA vs WWD
+167.9%
-149.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | +13.8% | +0.6% | +13.2% | +13.4% |
| 30D | +24.7% | -5.1% | +29.8% | +27.6% |
| 3M | -10.4% | -11.2% | +0.8% | -5.1% |
| 6M | +37.6% | -12.0% | +49.7% | +44.4% |
| YTD | +32.7% | +12.0% | +20.8% | +18.4% |
| 1Y | -25.2% | +42.8% | -68.0% | -44.8% |
| All | +18.4% | +167.9% | -149.5% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling