+530.5%
MARA vs KEEL
+294.5%
+236.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.8% | +1.0% | +2.5% |
| 7D | +5.9% | +2.9% | +3.0% | +4.0% |
| 30D | +24.3% | +0.8% | +23.4% | +23.3% |
| 3M | -12.0% | -35.3% | +23.3% | +11.2% |
| 6M | +40.1% | +59.4% | -19.3% | -2.1% |
| YTD | +33.4% | +51.9% | -18.5% | -3.8% |
| 1Y | -23.7% | +75.0% | -98.7% | -54.7% |
| 3Y | +19.0% | +224.5% | -205.6% | -53.3% |
| 5Y | -66.5% | -35.9% | -30.6% | -66.4% |
| All | +530.5% | +294.5% | +236.1% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling