-90.1%
MARA vs AWK
+457.3%
-547.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +15.6% | +2.2% | +13.5% | +15.2% |
| 30D | +17.2% | +4.4% | +12.8% | +16.1% |
| 3M | -14.2% | +15.4% | -29.5% | -17.4% |
| 6M | +47.7% | +3.5% | +44.2% | +45.6% |
| YTD | +31.7% | +9.8% | +21.9% | +27.8% |
| 1Y | -22.2% | +3.0% | -25.2% | -23.5% |
| 3Y | +8.4% | +9.7% | -1.2% | +2.3% |
| 5Y | -68.3% | -17.2% | -51.1% | -68.4% |
| 10Y | -74.9% | +126.1% | -200.9% | -78.0% |
| All | -90.1% | +457.3% | -547.4% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AWK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling