-23.7%
MARA vs WYNN
-28.3%
+4.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.3% |
| 7D | +5.9% | -4.2% | +10.1% | +8.4% |
| 30D | +24.3% | -14.6% | +38.9% | +35.4% |
| 3M | -12.0% | -18.4% | +6.4% | -1.6% |
| 6M | +40.1% | -11.9% | +52.0% | +49.0% |
| YTD | +33.4% | -26.6% | +60.0% | +57.2% |
| 1Y | -23.7% | -28.5% | +4.8% | -9.4% |
| All | -23.7% | -28.3% | +4.6% | -9.4% |
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