+1,159.3%
WDC vs MARA
-86.8%
+1,246.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.9% |
| 7D | +12.1% | +10.1% | +2.0% | +11.6% |
| 30D | -18.8% | -15.1% | -3.7% | -18.1% |
| 3M | -39.3% | -24.1% | -15.2% | -38.6% |
| 6M | -40.1% | -45.2% | +5.0% | -38.5% |
| YTD | +71.8% | -22.2% | +94.0% | +73.4% |
| 1Y | +88.5% | -45.3% | +133.8% | +92.9% |
| 3Y | +770.0% | -23.9% | +793.8% | +754.3% |
| 5Y | +549.0% | -90.8% | +639.8% | +554.6% |
| 10Y | +650.3% | -81.0% | +731.3% | +531.8% |
| All | +1,159.3% | -86.8% | +1,246.1% | +919.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling