-84.9%
MARA vs KHC
-41.0%
-43.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.3% |
| 7D | +10.1% | +2.0% | +8.0% | +9.7% |
| 30D | -15.1% | +10.6% | -25.7% | -16.7% |
| 3M | -24.1% | +0.5% | -24.6% | -24.5% |
| 6M | -45.2% | +12.1% | -57.2% | -47.0% |
| YTD | -22.2% | +8.9% | -31.1% | -24.6% |
| 1Y | -45.3% | +7.5% | -52.8% | -46.9% |
| 3Y | -23.9% | -10.7% | -13.1% | -24.2% |
| 5Y | -90.8% | -13.2% | -77.6% | -90.8% |
| 10Y | -81.0% | -50.6% | -30.4% | -83.1% |
| All | -84.9% | -41.0% | -43.9% | -86.5% |
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 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