-66.3%
MARA vs WY
-22.2%
-44.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.5% |
| 7D | +5.9% | -4.2% | +10.1% | +10.6% |
| 30D | +24.3% | -10.1% | +34.4% | +38.4% |
| 3M | -12.0% | -8.5% | -3.5% | -7.0% |
| 6M | +40.1% | -3.3% | +43.5% | +37.9% |
| YTD | +33.4% | -4.4% | +37.8% | +29.5% |
| 1Y | -23.7% | -11.5% | -12.3% | -19.6% |
| 3Y | +19.0% | -24.3% | +43.3% | +49.8% |
| All | -66.3% | -22.2% | -44.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling