-94.0%
MARA vs KMB
+134.6%
-228.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.8% |
| 7D | +22.4% | -3.0% | +25.4% | +22.9% |
| 30D | -21.0% | +9.1% | -30.0% | -22.3% |
| 3M | -25.3% | -0.4% | -24.9% | -25.6% |
| 6M | -43.4% | +13.0% | -56.4% | -45.3% |
| YTD | -19.8% | +10.3% | -30.2% | -22.4% |
| 1Y | -50.0% | +8.2% | -58.3% | -51.5% |
| 3Y | -25.1% | +0.4% | -25.4% | -27.3% |
| 5Y | -90.5% | -2.7% | -87.8% | -90.9% |
| 10Y | -80.4% | +35.7% | -116.1% | -84.9% |
| All | -94.0% | +134.6% | -228.6% | -98.8% |
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