-90.0%
MARA vs WY
+90.0%
-180.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +13.8% | -1.7% | +15.5% | +15.2% |
| 30D | +24.7% | -9.9% | +34.5% | +34.8% |
| 3M | -10.4% | -7.5% | -2.9% | -7.1% |
| 6M | +37.6% | -5.1% | +42.8% | +39.2% |
| YTD | +32.7% | -2.1% | +34.8% | +29.3% |
| 1Y | -25.2% | -7.3% | -17.8% | -24.5% |
| 3Y | +9.3% | -22.6% | +31.9% | +28.4% |
| 5Y | -69.3% | -19.8% | -49.6% | -61.8% |
| 10Y | -73.6% | +9.6% | -83.1% | -73.6% |
| All | -90.0% | +90.0% | -180.0% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling