-94.2%
MARA vs WWD
+801.7%
-895.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +10.1% | +4.0% | +6.1% | +7.6% |
| 30D | -15.1% | +0.4% | -15.5% | -14.7% |
| 3M | -24.1% | -7.9% | -16.2% | -20.0% |
| 6M | -45.2% | -10.6% | -34.5% | -41.6% |
| YTD | -22.2% | +9.4% | -31.6% | -28.5% |
| 1Y | -45.3% | +25.7% | -71.1% | -54.7% |
| 3Y | -23.9% | +148.5% | -172.4% | -60.0% |
| 5Y | -90.8% | +189.5% | -280.3% | -95.4% |
| 10Y | -81.0% | +451.8% | -532.8% | -93.3% |
| All | -94.2% | +801.7% | -895.9% | -98.2% |
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