-88.7%
MARA vs KDP
+19.7%
-108.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.8% | +8.8% | +10.1% |
| 7D | +2.5% | +8.2% | -5.7% | +0.6% |
| 30D | -23.9% | +18.4% | -42.3% | -27.8% |
| 3M | -23.2% | +29.2% | -52.4% | -29.5% |
| 6M | -43.3% | +32.3% | -75.5% | -49.0% |
| YTD | -18.3% | +38.5% | -56.7% | -28.4% |
| 1Y | -52.9% | +48.5% | -101.4% | -60.1% |
| 3Y | -23.6% | +32.5% | -56.1% | -36.4% |
| 5Y | -88.7% | +19.7% | -108.4% | -88.6% |
| All | -88.7% | +19.7% | -108.4% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling