-23.7%
MARA vs KHC
-1.6%
-22.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +5.1% |
| 7D | +5.9% | -1.0% | +6.9% | +5.6% |
| 30D | +24.3% | +1.9% | +22.4% | +24.7% |
| 3M | -12.0% | +3.2% | -15.2% | -12.3% |
| 6M | +40.1% | +10.0% | +30.2% | +38.4% |
| YTD | +33.4% | +6.7% | +26.7% | +32.1% |
| 1Y | -23.7% | -0.9% | -22.9% | -24.5% |
| All | -23.7% | -1.6% | -22.2% | -24.5% |
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