-90.5%
MARA vs KMB
+129.8%
-220.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +6.0% | -3.0% | +9.0% | +6.5% |
| 30D | +0.6% | -5.5% | +6.1% | +1.5% |
| 3M | -18.5% | +14.0% | -32.5% | -21.3% |
| 6M | +21.7% | +4.1% | +17.7% | +19.8% |
| YTD | +25.9% | +8.0% | +17.9% | +22.7% |
| 1Y | -25.1% | -13.7% | -11.4% | -23.5% |
| 3Y | -5.7% | -5.9% | +0.2% | -6.9% |
| 5Y | -73.9% | -8.6% | -65.3% | -74.5% |
| 10Y | -75.6% | +17.3% | -92.9% | -79.7% |
| All | -90.5% | +129.8% | -220.3% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling