-82.2%
MARA vs KDP
+247.6%
-329.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.7% |
| 7D | +10.1% | -0.8% | +10.9% | +10.5% |
| 30D | -15.1% | +9.7% | -24.8% | -18.1% |
| 3M | -24.1% | +17.6% | -41.7% | -28.8% |
| 6M | -45.2% | +25.8% | -71.0% | -50.3% |
| YTD | -22.2% | +33.9% | -56.0% | -31.5% |
| 1Y | -45.3% | +38.9% | -84.2% | -52.6% |
| 3Y | -23.9% | +26.8% | -50.6% | -33.4% |
| 5Y | -90.8% | +16.3% | -107.1% | -91.5% |
| All | -82.2% | +247.6% | -329.8% | -83.2% |
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