-66.3%
MARA vs WYNN
-11.0%
-55.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.4% |
| 7D | +5.9% | -4.2% | +10.1% | +9.4% |
| 30D | +24.3% | -14.6% | +38.9% | +39.3% |
| 3M | -12.0% | -18.4% | +6.4% | +1.6% |
| 6M | +40.1% | -11.9% | +52.0% | +52.0% |
| YTD | +33.4% | -26.6% | +60.0% | +65.3% |
| 1Y | -23.7% | -28.5% | +4.8% | -4.5% |
| 3Y | +19.0% | -5.1% | +24.1% | +12.6% |
| All | -66.3% | -11.0% | -55.3% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling