-68.0%
MARA vs WWD
+187.1%
-255.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -2.9% |
| 7D | -1.5% | -2.9% | +1.4% | +0.8% |
| 30D | +18.1% | -6.6% | +24.7% | +23.9% |
| 3M | -9.4% | -9.3% | -0.1% | -3.8% |
| 6M | +33.4% | -13.6% | +47.0% | +44.1% |
| YTD | +27.3% | +10.4% | +16.9% | +8.2% |
| 1Y | -27.9% | +39.9% | -67.8% | -52.8% |
| 3Y | +4.8% | +165.0% | -160.3% | -68.8% |
| 5Y | -68.0% | +183.8% | -251.8% | -91.8% |
| All | -68.0% | +187.1% | -255.1% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling