-90.4%
MARA vs WTW
+321.0%
-411.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.5% |
| 7D | -1.5% | -7.8% | +6.3% | +3.7% |
| 30D | +18.1% | -7.9% | +26.0% | +24.4% |
| 3M | -9.4% | +19.9% | -29.4% | -21.0% |
| 6M | +33.4% | +9.8% | +23.6% | +20.5% |
| YTD | +27.3% | -3.3% | +30.6% | +25.0% |
| 1Y | -27.9% | -3.3% | -24.6% | -29.4% |
| 3Y | +4.8% | +61.5% | -56.8% | -34.5% |
| 5Y | -68.0% | +42.6% | -110.6% | -76.9% |
| 10Y | -74.7% | +197.1% | -271.7% | -87.3% |
| All | -90.4% | +321.0% | -411.4% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling