-90.5%
MARA vs BBWI
-15.9%
-74.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.5% |
| 7D | +6.0% | +1.5% | +4.5% | +5.5% |
| 30D | +0.6% | -5.2% | +5.8% | +1.3% |
| 3M | -18.5% | +11.1% | -29.6% | -23.0% |
| 6M | +21.7% | -13.4% | +35.1% | +24.7% |
| YTD | +25.9% | +0.1% | +25.8% | +21.4% |
| 1Y | -25.1% | -36.1% | +11.0% | -16.1% |
| 3Y | -5.7% | -44.1% | +38.3% | +7.9% |
| 5Y | -73.9% | -66.2% | -7.7% | -65.3% |
| 10Y | -75.6% | -54.8% | -20.9% | -75.2% |
| All | -90.5% | -15.9% | -74.6% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling