-94.7%
MARA vs KEY
+338.0%
-432.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.3% |
| 7D | -6.2% | -1.3% | -4.9% | -5.4% |
| 30D | -38.7% | +5.1% | -43.9% | -40.6% |
| 3M | -40.4% | -7.1% | -33.3% | -37.9% |
| 6M | -51.3% | -4.4% | -46.9% | -50.1% |
| YTD | -29.3% | +4.0% | -33.3% | -31.2% |
| 1Y | -60.2% | +23.4% | -83.6% | -65.2% |
| 3Y | -31.3% | +113.9% | -145.2% | -54.5% |
| 5Y | -90.1% | +12.3% | -102.4% | -90.8% |
| 10Y | -81.2% | +125.5% | -206.7% | -89.0% |
| All | -94.7% | +338.0% | -432.7% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling