-66.3%
MARA vs KWEB
-42.7%
-23.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.2% | +4.4% |
| 7D | +5.9% | -5.6% | +11.5% | +9.6% |
| 30D | +24.3% | -10.7% | +34.9% | +32.8% |
| 3M | -12.0% | -7.4% | -4.6% | -8.5% |
| 6M | +40.1% | -19.3% | +59.4% | +58.6% |
| YTD | +33.4% | -27.8% | +61.2% | +63.0% |
| 1Y | -23.7% | -35.9% | +12.2% | +0.9% |
| 3Y | +19.0% | -1.9% | +20.9% | +14.6% |
| All | -66.3% | -42.7% | -23.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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