+1,188.5%
WDC vs MARA
-74.3%
+1,262.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.8% | -7.8% | -3.3% |
| 7D | -4.3% | +5.9% | -10.2% | -4.7% |
| 30D | -1.5% | +24.3% | -25.8% | -3.3% |
| 3M | -15.5% | -12.0% | -3.5% | -15.0% |
| 6M | +66.5% | +40.1% | +26.3% | +62.3% |
| YTD | +159.9% | +33.4% | +126.4% | +153.4% |
| 1Y | +366.0% | -23.7% | +389.7% | +368.6% |
| 3Y | +1,285.8% | +19.0% | +1,266.9% | +1,195.6% |
| 5Y | +925.6% | -66.5% | +992.0% | +858.8% |
| All | +1,188.5% | -74.3% | +1,262.8% | +886.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling