+18.4%
MARA vs WAT
+53.4%
-35.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +13.8% | -1.8% | +15.6% | +14.7% |
| 30D | +24.7% | -1.7% | +26.4% | +25.7% |
| 3M | -10.4% | +9.1% | -19.5% | -13.9% |
| 6M | +37.6% | +32.4% | +5.2% | +20.3% |
| YTD | +32.7% | +6.6% | +26.2% | +27.2% |
| 1Y | -25.2% | +34.7% | -59.9% | -36.1% |
| All | +18.4% | +53.4% | -35.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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