-66.6%
MARA vs WAT
-4.5%
-62.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | +13.8% | -1.8% | +15.6% | +15.2% |
| 30D | +24.7% | -1.7% | +26.4% | +26.3% |
| 3M | -10.4% | +9.1% | -19.5% | -16.1% |
| 6M | +37.6% | +32.4% | +5.2% | +10.4% |
| YTD | +32.7% | +6.6% | +26.2% | +23.6% |
| 1Y | -25.2% | +34.7% | -59.9% | -42.7% |
| 3Y | +9.3% | +53.6% | -44.3% | -37.9% |
| All | -66.6% | -4.5% | -62.1% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling