-90.0%
MARA vs WYNN
-6.3%
-83.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.2% |
| 7D | +5.9% | -4.2% | +10.1% | +8.0% |
| 30D | +24.3% | -14.6% | +38.9% | +33.2% |
| 3M | -12.0% | -18.4% | +6.4% | -3.9% |
| 6M | +40.1% | -11.9% | +52.0% | +47.7% |
| YTD | +33.4% | -26.6% | +60.0% | +52.5% |
| 1Y | -23.7% | -28.5% | +4.8% | -12.0% |
| 3Y | +19.0% | -5.1% | +24.1% | +19.2% |
| 5Y | -66.5% | -10.5% | -56.0% | -65.9% |
| 10Y | -73.4% | +0.3% | -73.7% | -77.0% |
| All | -90.0% | -6.3% | -83.7% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling