-90.5%
MARA vs WAT
+391.0%
-481.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | +6.0% | -1.3% | +7.3% | +6.9% |
| 30D | +0.6% | +2.3% | -1.7% | -0.8% |
| 3M | -18.5% | +8.7% | -27.3% | -22.9% |
| 6M | +21.7% | +28.3% | -6.6% | +2.7% |
| YTD | +25.9% | +7.8% | +18.2% | +17.5% |
| 1Y | -25.1% | +36.6% | -61.8% | -40.9% |
| 3Y | -5.7% | +45.7% | -51.4% | -33.5% |
| 5Y | -73.9% | -3.3% | -70.6% | -75.4% |
| 10Y | -75.6% | +162.1% | -237.7% | -86.1% |
| All | -90.5% | +391.0% | -481.5% | -95.4% |
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