+1,933.0%
WDC vs MARA
-77.7%
+2,010.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.9% |
| 7D | +6.0% | +15.6% | -9.6% | +5.2% |
| 30D | +9.9% | +17.2% | -7.3% | +8.9% |
| 3M | -9.4% | -14.2% | +4.8% | -8.9% |
| 6M | +94.7% | +47.7% | +47.0% | +91.2% |
| YTD | +177.4% | +31.7% | +145.6% | +173.1% |
| 1Y | +412.6% | -22.2% | +434.8% | +414.3% |
| 3Y | +1,359.8% | +8.4% | +1,351.3% | +1,303.9% |
| 5Y | +992.6% | -68.3% | +1,060.8% | +950.0% |
| 10Y | +1,245.5% | -74.9% | +1,320.4% | +1,008.5% |
| All | +1,933.0% | -77.7% | +2,010.7% | +1,504.4% |
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