-74.4%
MARA vs KHC
-41.4%
-33.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +15.6% | -2.2% | +17.9% | +16.0% |
| 30D | +17.2% | -0.1% | +17.3% | +17.1% |
| 3M | -14.2% | +8.3% | -22.5% | -16.2% |
| 6M | +47.7% | +5.0% | +42.7% | +44.9% |
| YTD | +31.7% | +8.0% | +23.7% | +28.2% |
| 1Y | -22.2% | -1.1% | -21.1% | -22.9% |
| 3Y | +8.4% | -10.7% | +19.2% | +8.2% |
| 5Y | -68.3% | -13.5% | -54.8% | -68.3% |
| 10Y | -74.9% | -55.4% | -19.4% | -77.1% |
| All | -74.4% | -41.4% | -33.0% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling