-90.5%
MARA vs KEY
+366.0%
-456.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +6.0% | +2.2% | +3.8% | +4.7% |
| 30D | +0.6% | -3.0% | +3.6% | +2.4% |
| 3M | -18.5% | +3.3% | -21.8% | -20.2% |
| 6M | +21.7% | +9.2% | +12.5% | +15.5% |
| YTD | +25.9% | +10.6% | +15.3% | +18.2% |
| 1Y | -25.1% | +20.4% | -45.5% | -33.2% |
| 3Y | -5.7% | +121.8% | -127.6% | -39.2% |
| 5Y | -73.9% | +41.1% | -115.1% | -78.6% |
| 10Y | -75.6% | +168.5% | -244.2% | -87.1% |
| All | -90.5% | +366.0% | -456.5% | -96.9% |
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 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