-74.1%
MARA vs KR
+129.5%
-203.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +4.8% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | +24.3% | +5.1% | +19.2% | +24.2% |
| 3M | -12.0% | -8.2% | -3.8% | -11.7% |
| 6M | +40.1% | -18.0% | +58.1% | +41.1% |
| YTD | +33.4% | -4.8% | +38.2% | +33.3% |
| 1Y | -23.7% | -11.0% | -12.7% | -23.6% |
| 3Y | +19.0% | +37.7% | -18.7% | +13.5% |
| 5Y | -66.5% | +52.8% | -119.3% | -68.3% |
| All | -74.1% | +129.5% | -203.6% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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