-90.5%
MARA vs WWD
+846.4%
-937.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.2% |
| 7D | +6.0% | +1.3% | +4.7% | +5.3% |
| 30D | +0.6% | -7.2% | +7.8% | +5.0% |
| 3M | -18.5% | -3.8% | -14.7% | -17.6% |
| 6M | +21.7% | -9.9% | +31.7% | +26.8% |
| YTD | +25.9% | +14.8% | +11.1% | +11.5% |
| 1Y | -25.1% | +42.1% | -67.2% | -43.1% |
| 3Y | -5.7% | +170.8% | -176.5% | -53.3% |
| 5Y | -73.9% | +197.5% | -271.5% | -87.5% |
| 10Y | -75.6% | +477.8% | -553.4% | -91.7% |
| All | -90.5% | +846.4% | -937.0% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling