-82.2%
MARA vs AWK
+157.1%
-239.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | +10.1% | +0.1% | +9.9% | +10.1% |
| 30D | -15.1% | +14.3% | -29.3% | -17.7% |
| 3M | -24.1% | +10.3% | -34.4% | -26.0% |
| 6M | -45.2% | +18.9% | -64.1% | -47.9% |
| YTD | -22.2% | +17.7% | -39.9% | -26.1% |
| 1Y | -45.3% | +16.9% | -62.2% | -48.1% |
| 3Y | -23.9% | +32.2% | -56.0% | -33.0% |
| 5Y | -90.8% | -2.2% | -88.6% | -91.2% |
| All | -82.2% | +157.1% | -239.2% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling