-27.9%
MARA vs BBWI
-35.0%
+7.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -1.5% | -8.0% | +6.5% | +0.6% |
| 30D | +18.1% | -6.6% | +24.7% | +18.8% |
| 3M | -9.4% | -2.7% | -6.7% | -10.7% |
| 6M | +33.4% | -12.8% | +46.1% | +35.4% |
| YTD | +27.3% | -10.5% | +37.8% | +28.3% |
| 1Y | -27.9% | -35.3% | +7.4% | -19.3% |
| All | -27.9% | -35.0% | +7.0% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling