-73.6%
MARA vs KMB
+12.7%
-86.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.0% |
| 7D | +13.8% | -8.6% | +22.5% | +14.4% |
| 30D | +24.7% | -7.5% | +32.2% | +25.1% |
| 3M | -10.4% | -0.6% | -9.8% | -10.9% |
| 6M | +37.6% | -1.5% | +39.2% | +37.0% |
| YTD | +32.7% | +1.6% | +31.1% | +31.5% |
| 1Y | -25.2% | -20.8% | -4.4% | -23.7% |
| 3Y | +9.3% | -12.4% | +21.7% | +9.2% |
| 5Y | -69.3% | -12.9% | -56.4% | -69.7% |
| 10Y | -73.6% | +14.7% | -88.3% | -78.0% |
| All | -73.6% | +12.7% | -86.3% | -78.0% |
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