-74.1%
MARA vs WTW
+198.0%
-272.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -5.7% | +11.6% | +10.2% |
| 30D | +24.3% | -7.3% | +31.5% | +30.8% |
| 3M | -12.0% | +21.5% | -33.4% | -24.7% |
| 6M | +40.1% | +9.6% | +30.5% | +25.6% |
| YTD | +33.4% | -3.3% | +36.7% | +30.9% |
| 1Y | -23.7% | -6.1% | -17.6% | -23.4% |
| 3Y | +19.0% | +61.8% | -42.9% | -30.6% |
| 5Y | -66.5% | +42.7% | -109.2% | -77.1% |
| All | -74.1% | +198.0% | -272.1% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling