-82.2%
MARA vs BBWI
-47.4%
-34.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.5% |
| 7D | +10.1% | +0.1% | +9.9% | +10.1% |
| 30D | -15.1% | +12.9% | -27.9% | -19.2% |
| 3M | -24.1% | +16.0% | -40.1% | -29.9% |
| 6M | -45.2% | +16.6% | -61.8% | -50.0% |
| YTD | -22.2% | +9.7% | -31.9% | -28.4% |
| 1Y | -45.3% | +1.5% | -46.8% | -49.0% |
| 3Y | -23.9% | -21.4% | -2.5% | -23.5% |
| 5Y | -90.8% | -67.6% | -23.2% | -87.9% |
| All | -82.2% | -47.4% | -34.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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