+19.0%
MARA vs KEEL
+197.5%
-178.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.8% | +1.0% | +2.3% |
| 7D | +5.9% | +2.9% | +3.0% | +3.8% |
| 30D | +24.3% | +0.8% | +23.4% | +23.0% |
| 3M | -12.0% | -35.3% | +23.3% | +13.3% |
| 6M | +40.1% | +59.4% | -19.3% | -7.6% |
| YTD | +33.4% | +51.9% | -18.5% | -9.5% |
| 1Y | -23.7% | +75.0% | -98.7% | -60.5% |
| 3Y | +19.0% | +224.5% | -205.6% | -62.3% |
| All | +19.0% | +197.5% | -178.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling