-25.1%
MARA vs WYNN
-26.4%
+1.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | -3.9% | +9.9% | +8.2% |
| 30D | +0.6% | -9.3% | +9.9% | +5.8% |
| 3M | -18.5% | -11.4% | -7.1% | -13.2% |
| 6M | +21.7% | -11.0% | +32.7% | +28.9% |
| YTD | +25.9% | -23.4% | +49.3% | +44.6% |
| 1Y | -25.1% | -24.8% | -0.3% | -14.8% |
| All | -25.1% | -26.4% | +1.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling