-90.5%
MARA vs KDP
+621.6%
-712.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | +0.6% | +6.0% | -5.4% | -1.6% |
| 3M | -18.5% | +9.2% | -27.7% | -21.8% |
| 6M | +21.7% | +14.7% | +7.1% | +14.5% |
| YTD | +25.9% | +19.2% | +6.8% | +16.3% |
| 1Y | -25.1% | +15.2% | -40.3% | -30.4% |
| 3Y | -5.7% | +6.0% | -11.7% | -11.0% |
| 5Y | -73.9% | +5.4% | -79.4% | -75.1% |
| 10Y | -75.6% | +171.9% | -247.5% | -81.5% |
| All | -90.5% | +621.6% | -712.2% | -97.2% |
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 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