+179.3%
KO vs MARA
-74.3%
+253.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.5% |
| 7D | +0.2% | +5.9% | -5.7% | +0.2% |
| 30D | +1.8% | +24.3% | -22.5% | +1.7% |
| 3M | +7.7% | -12.0% | +19.6% | +7.7% |
| 6M | +15.3% | +40.1% | -24.9% | +15.0% |
| YTD | +28.0% | +33.4% | -5.4% | +27.6% |
| 1Y | +34.3% | -23.7% | +58.0% | +34.2% |
| 3Y | +63.8% | +19.0% | +44.8% | +62.3% |
| 5Y | +84.1% | -66.5% | +150.6% | +82.0% |
| All | +179.3% | -74.3% | +253.6% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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