-79.2%
MARA vs KDP
+264.7%
-343.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.8% |
| 7D | +11.5% | +4.0% | +7.5% | +10.2% |
| 30D | -18.9% | +16.8% | -35.6% | -23.3% |
| 3M | -20.9% | +32.0% | -52.9% | -28.7% |
| 6M | -42.8% | +35.2% | -77.9% | -49.4% |
| YTD | -14.7% | +40.9% | -55.6% | -26.1% |
| 1Y | -47.6% | +47.7% | -95.3% | -55.5% |
| 3Y | -20.3% | +34.8% | -55.1% | -31.7% |
| 5Y | -89.2% | +22.6% | -111.8% | -90.2% |
| 10Y | -79.2% | +266.4% | -345.6% | -80.5% |
| All | -79.2% | +264.7% | -343.9% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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