+253.7%
KO vs MARA
-78.5%
+332.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.3% |
| 7D | -1.1% | -1.5% | +0.4% | -1.1% |
| 30D | +1.6% | +18.1% | -16.5% | +1.5% |
| 3M | +5.8% | -9.4% | +15.2% | +5.7% |
| 6M | +14.3% | +33.4% | -19.1% | +14.0% |
| YTD | +27.3% | +27.3% | 0.0% | +26.9% |
| 1Y | +33.2% | -27.9% | +61.1% | +33.1% |
| 3Y | +64.5% | +4.8% | +59.7% | +63.0% |
| 5Y | +83.1% | -68.0% | +151.1% | +81.2% |
| 10Y | +183.9% | -74.7% | +258.6% | +171.1% |
| All | +253.7% | -78.5% | +332.2% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling