+133.3%
WFC vs MARA
+13.0%
+120.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.9% |
| 7D | +0.4% | +13.8% | -13.4% | -0.7% |
| 30D | +2.5% | +24.7% | -22.2% | +0.1% |
| 3M | +10.0% | -10.4% | +20.4% | +10.1% |
| 6M | +15.1% | +37.6% | -22.6% | +9.7% |
| YTD | -2.2% | +32.7% | -34.9% | -7.4% |
| 1Y | +13.5% | -25.2% | +38.6% | +13.1% |
| All | +133.3% | +13.0% | +120.4% | +113.8% |
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