-93.9%
MARA vs KDP
+738.4%
-832.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.8% | +8.8% | +10.0% |
| 7D | +2.5% | +8.2% | -5.7% | -0.1% |
| 30D | -23.9% | +18.4% | -42.3% | -28.5% |
| 3M | -23.2% | +29.2% | -52.4% | -30.3% |
| 6M | -43.3% | +32.3% | -75.5% | -49.4% |
| YTD | -18.3% | +38.5% | -56.7% | -28.7% |
| 1Y | -52.9% | +48.5% | -101.4% | -60.1% |
| 3Y | -23.6% | +32.5% | -56.1% | -34.0% |
| 5Y | -88.7% | +19.7% | -108.4% | -89.7% |
| 10Y | -80.3% | +256.4% | -336.7% | -86.4% |
| All | -93.9% | +738.4% | -832.2% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling