-90.1%
MARA vs KMX
+100.0%
-190.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +7.1% |
| 7D | +15.6% | -0.7% | +16.3% | +16.0% |
| 30D | +17.2% | +4.1% | +13.1% | +14.6% |
| 3M | -14.2% | +27.5% | -41.7% | -26.8% |
| 6M | +47.7% | +43.6% | +4.1% | +16.0% |
| YTD | +31.7% | +56.8% | -25.0% | -2.6% |
| 1Y | -22.2% | -1.3% | -20.9% | -26.7% |
| 3Y | +8.4% | -25.4% | +33.8% | +20.5% |
| 5Y | -68.3% | -53.9% | -14.4% | -54.5% |
| 10Y | -74.9% | +0.7% | -75.5% | -74.4% |
| All | -90.1% | +100.0% | -190.1% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling