+13.5%
MARA vs BWA
+68.2%
-54.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.5% |
| 7D | -1.5% | -0.1% | -1.4% | -1.6% |
| 30D | +18.1% | -5.5% | +23.6% | +21.7% |
| 3M | -9.4% | -7.6% | -1.8% | -5.4% |
| 6M | +33.4% | +25.0% | +8.4% | +18.5% |
| YTD | +27.3% | +47.0% | -19.7% | -2.5% |
| 1Y | -27.9% | +54.0% | -81.9% | -47.1% |
| All | +13.5% | +68.2% | -54.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling