+12.3%
WFC vs MARA
-28.1%
+40.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +3.8% | +6.0% | -2.2% | +3.4% |
| 30D | +1.5% | +0.6% | +0.9% | +1.3% |
| 3M | +10.9% | -18.5% | +29.4% | +11.8% |
| 6M | +8.4% | +21.7% | -13.3% | +4.7% |
| YTD | -1.9% | +25.9% | -27.8% | -7.0% |
| 1Y | +12.3% | -25.1% | +37.5% | +19.7% |
| All | +12.3% | -28.1% | +40.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling