-82.2%
MARA vs KMB
+39.0%
-121.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.0% |
| 7D | +10.1% | +0.9% | +9.2% | +10.0% |
| 30D | -15.1% | +10.1% | -25.1% | -15.5% |
| 3M | -24.1% | 0.0% | -24.1% | -24.1% |
| 6M | -45.2% | +15.7% | -60.9% | -46.1% |
| YTD | -22.2% | +12.6% | -34.8% | -23.3% |
| 1Y | -45.3% | +10.1% | -55.4% | -46.0% |
| 3Y | -23.9% | +2.1% | -26.0% | -24.8% |
| 5Y | -90.8% | -0.7% | -90.1% | -91.0% |
| All | -82.2% | +39.0% | -121.1% | -87.4% |
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