-74.1%
MARA vs KMX
+11.6%
-85.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +3.9% |
| 7D | +5.9% | -3.1% | +9.0% | +7.9% |
| 30D | +24.3% | +4.4% | +19.8% | +20.9% |
| 3M | -12.0% | +18.9% | -30.9% | -22.9% |
| 6M | +40.1% | +44.3% | -4.2% | +6.1% |
| YTD | +33.4% | +58.7% | -25.3% | -6.2% |
| 1Y | -23.7% | +0.1% | -23.9% | -29.4% |
| 3Y | +19.0% | -24.4% | +43.4% | +31.9% |
| 5Y | -66.5% | -54.4% | -12.1% | -49.4% |
| All | -74.1% | +11.6% | -85.7% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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