+288.8%
WFC vs MARA
-86.8%
+375.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.4% |
| 7D | +2.5% | +10.1% | -7.6% | +2.3% |
| 30D | +7.0% | -15.1% | +22.1% | +7.3% |
| 3M | -1.8% | -24.1% | +22.3% | -1.4% |
| 6M | +18.4% | -45.2% | +63.6% | +19.5% |
| YTD | -5.6% | -22.2% | +16.6% | -5.8% |
| 1Y | +3.9% | -45.3% | +49.2% | +4.4% |
| 3Y | +126.3% | -23.9% | +150.2% | +123.2% |
| 5Y | +91.1% | -90.8% | +181.9% | +90.1% |
| 10Y | +118.5% | -81.0% | +199.5% | +102.2% |
| All | +288.8% | -86.8% | +375.7% | +268.6% |
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 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