-74.1%
MARA vs WY
+7.6%
-81.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.6% |
| 7D | +5.9% | -4.2% | +10.1% | +9.5% |
| 30D | +24.3% | -10.1% | +34.4% | +35.1% |
| 3M | -12.0% | -8.5% | -3.5% | -8.0% |
| 6M | +40.1% | -3.3% | +43.5% | +39.6% |
| YTD | +33.4% | -4.4% | +37.8% | +32.2% |
| 1Y | -23.7% | -11.5% | -12.3% | -20.1% |
| 3Y | +19.0% | -24.3% | +43.3% | +42.9% |
| 5Y | -66.5% | -21.3% | -45.2% | -57.3% |
| All | -74.1% | +7.6% | -81.7% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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