+1,394.6%
WDC vs MARA
+13.0%
+1,381.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | +7.5% | +13.8% | -6.4% | +5.1% |
| 30D | +10.1% | +24.7% | -14.6% | +5.5% |
| 3M | -6.8% | -10.4% | +3.6% | -5.9% |
| 6M | +84.1% | +37.6% | +46.5% | +75.7% |
| YTD | +180.3% | +32.7% | +147.5% | +166.4% |
| 1Y | +411.1% | -25.2% | +436.3% | +410.9% |
| All | +1,394.6% | +13.0% | +1,381.6% | +1,327.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling