-94.2%
MARA vs WAT
+452.0%
-546.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +10.1% | +0.6% | +9.5% | +9.7% |
| 30D | -15.1% | +5.4% | -20.5% | -17.2% |
| 3M | -24.1% | +11.3% | -35.4% | -28.7% |
| 6M | -45.2% | +37.4% | -82.6% | -55.2% |
| YTD | -22.2% | +21.2% | -43.3% | -32.3% |
| 1Y | -45.3% | +21.3% | -66.6% | -52.6% |
| 3Y | -23.9% | +83.4% | -107.2% | -53.7% |
| 5Y | -90.8% | +29.0% | -119.8% | -92.6% |
| 10Y | -81.0% | +223.9% | -304.9% | -90.3% |
| All | -94.2% | +452.0% | -546.1% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling