-74.2%
MARA vs KDP
+178.7%
-252.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +13.8% | -1.6% | +15.4% | +14.5% |
| 30D | +24.7% | +9.5% | +15.2% | +20.4% |
| 3M | -10.4% | +2.6% | -13.1% | -12.0% |
| 6M | +37.6% | +15.6% | +22.0% | +28.8% |
| YTD | +32.7% | +17.3% | +15.4% | +23.0% |
| 1Y | -25.2% | +20.1% | -45.3% | -31.7% |
| 3Y | +9.3% | +4.9% | +4.4% | +3.3% |
| 5Y | -69.3% | +5.0% | -74.3% | -70.6% |
| All | -74.2% | +178.7% | -252.9% | -75.5% |
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