+616.9%
WMT vs MARA
-78.5%
+695.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | -0.1% |
| 7D | -2.5% | -1.5% | -1.0% | -2.5% |
| 30D | -6.4% | +18.1% | -24.5% | -6.6% |
| 3M | -12.1% | -9.4% | -2.7% | -12.1% |
| 6M | -15.0% | +33.4% | -48.3% | -15.4% |
| YTD | -4.5% | +27.3% | -31.8% | -5.0% |
| 1Y | +6.2% | -27.9% | +34.1% | +6.1% |
| 3Y | +99.9% | +4.8% | +95.1% | +97.4% |
| 5Y | +131.4% | -68.0% | +199.5% | +127.9% |
| 10Y | +433.2% | -74.7% | +507.9% | +405.5% |
| All | +616.9% | -78.5% | +695.3% | +571.0% |
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