Some of the days of the week are named after Roman gods, as are most of the planets and some months.
So for example Mawrth is Mars (the god or the planet), dydd Mawrth is Tuesday, and mis Mawrth is March.
So Tuesday is literally "Mars's day" and March is literally "Mars's month".
English does the same but mostly with Germanic gods (e.g. Tiw's day = Tuesday, Thor's day = Thursday). But for Saturn's day = Saturday, we use the Roman name as well.
It's just hidden a bit more than it is in Welsh.