-25.2%
MARA vs KEY
+18.3%
-43.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.0% |
| 7D | +13.8% | -0.3% | +14.2% | +14.1% |
| 30D | +24.7% | -3.3% | +28.0% | +27.6% |
| 3M | -10.4% | -0.7% | -9.7% | -10.4% |
| 6M | +37.6% | +12.5% | +25.1% | +23.9% |
| YTD | +32.7% | +8.4% | +24.3% | +21.4% |
| 1Y | -25.2% | +18.4% | -43.6% | -40.9% |
| All | -25.2% | +18.3% | -43.4% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling