-79.2%
MARA vs KMB
+38.7%
-117.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.4% |
| 7D | +11.5% | +0.1% | +11.4% | +11.5% |
| 30D | -18.9% | +10.2% | -29.1% | -19.3% |
| 3M | -20.9% | +1.5% | -22.3% | -21.0% |
| 6M | -42.8% | +16.6% | -59.4% | -43.8% |
| YTD | -14.7% | +12.1% | -26.8% | -16.0% |
| 1Y | -47.6% | +11.1% | -58.7% | -48.4% |
| 3Y | -20.3% | +1.9% | -22.2% | -21.3% |
| 5Y | -89.2% | -1.3% | -87.9% | -89.4% |
| 10Y | -79.2% | +37.8% | -117.0% | -85.2% |
| All | -79.2% | +38.7% | -117.9% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling