-73.6%
MARA vs KEY
+167.1%
-240.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | +13.8% | -0.3% | +14.2% | +14.1% |
| 30D | +24.7% | -3.3% | +28.0% | +27.0% |
| 3M | -10.4% | -0.7% | -9.7% | -10.1% |
| 6M | +37.6% | +12.5% | +25.1% | +27.6% |
| YTD | +32.7% | +8.4% | +24.3% | +25.8% |
| 1Y | -25.2% | +18.4% | -43.6% | -32.8% |
| 3Y | +9.3% | +123.3% | -114.1% | -30.3% |
| 5Y | -69.3% | +38.8% | -108.2% | -74.6% |
| 10Y | -73.6% | +169.3% | -242.9% | -83.5% |
| All | -73.6% | +167.1% | -240.7% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling