+428.1%
WMT vs MARA
-74.3%
+502.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | +1.3% |
| 7D | 0.0% | +5.9% | -5.9% | -0.1% |
| 30D | -7.4% | +24.3% | -31.7% | -7.7% |
| 3M | -10.9% | -12.0% | +1.1% | -10.8% |
| 6M | -12.7% | +40.1% | -52.8% | -13.3% |
| YTD | -3.2% | +33.4% | -36.6% | -4.0% |
| 1Y | +5.3% | -23.7% | +29.0% | +5.1% |
| 3Y | +101.9% | +19.0% | +82.9% | +98.2% |
| 5Y | +134.6% | -66.5% | +201.0% | +129.5% |
| All | +428.1% | -74.3% | +502.3% | +463.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling