-52.9%
MARA vs KEY
+22.3%
-75.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.9% | +10.8% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | -23.9% | +6.9% | -30.8% | -27.1% |
| 3M | -23.2% | -5.0% | -18.2% | -20.8% |
| 6M | -43.3% | +0.7% | -44.0% | -44.0% |
| YTD | -18.3% | +6.5% | -24.7% | -22.8% |
| 1Y | -52.9% | +22.6% | -75.5% | -60.9% |
| All | -52.9% | +22.3% | -75.2% | -60.9% |
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