-68.0%
MARA vs KMX
-54.8%
-13.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.4% |
| 7D | -1.5% | -3.4% | +1.9% | +0.8% |
| 30D | +18.1% | +4.0% | +14.1% | +14.7% |
| 3M | -9.4% | +24.8% | -34.2% | -25.0% |
| 6M | +33.4% | +43.6% | -10.2% | -3.2% |
| YTD | +27.3% | +56.6% | -29.3% | -15.0% |
| 1Y | -27.9% | +2.2% | -30.2% | -35.1% |
| 3Y | +4.8% | -25.4% | +30.2% | +19.6% |
| 5Y | -68.0% | -55.0% | -13.0% | -45.1% |
| All | -68.0% | -54.8% | -13.2% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling