+37.6%
MARA vs WY
-4.2%
+41.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.7% |
| 7D | +13.8% | -1.7% | +15.5% | +13.7% |
| 30D | +24.7% | -9.9% | +34.5% | +23.1% |
| 3M | -10.4% | -7.5% | -2.9% | -9.2% |
| 6M | +37.6% | -5.1% | +42.8% | +36.8% |
| All | +37.6% | -4.2% | +41.9% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling