+19.0%
MARA vs WTW
+61.9%
-42.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -5.7% | +11.6% | +6.4% |
| 30D | +24.3% | -7.3% | +31.5% | +25.0% |
| 3M | -12.0% | +21.5% | -33.4% | -12.6% |
| 6M | +40.1% | +9.6% | +30.5% | +40.7% |
| YTD | +33.4% | -3.3% | +36.7% | +39.1% |
| 1Y | -23.7% | -6.1% | -17.6% | -19.8% |
| 3Y | +19.0% | +61.8% | -42.9% | +28.6% |
| All | +19.0% | +61.9% | -42.9% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling