-84.4%
MARA vs KHC
-42.4%
-42.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.1% |
| 7D | +22.4% | -3.3% | +25.8% | +23.0% |
| 30D | -21.0% | +9.1% | -30.1% | -22.4% |
| 3M | -25.3% | +1.4% | -26.7% | -25.9% |
| 6M | -43.4% | +8.4% | -51.7% | -45.0% |
| YTD | -19.8% | +6.2% | -26.0% | -22.0% |
| 1Y | -50.0% | +5.7% | -55.7% | -51.4% |
| 3Y | -25.1% | -12.0% | -13.0% | -25.3% |
| 5Y | -90.5% | -15.3% | -75.2% | -90.5% |
| 10Y | -80.4% | -51.8% | -28.6% | -82.6% |
| All | -84.4% | -42.4% | -42.0% | -86.1% |
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