-58.7%
MARA vs KHC
+11.6%
-70.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.8% | -2.4% |
| 7D | -6.5% | +6.6% | -13.2% | -3.7% |
| 30D | -38.5% | +16.5% | -55.0% | -34.5% |
| 3M | -41.5% | -3.0% | -38.6% | -41.3% |
| 6M | -41.9% | +17.4% | -59.3% | -41.2% |
| YTD | -23.5% | +10.3% | -33.8% | -23.1% |
| 1Y | -58.7% | +12.5% | -71.1% | -59.3% |
| All | -58.7% | +11.6% | -70.3% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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