-66.3%
MARA vs MKC
-33.0%
-33.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +5.9% | -1.5% | +7.4% | +6.0% |
| 30D | +24.3% | -3.1% | +27.4% | +24.2% |
| 3M | -12.0% | +5.2% | -17.2% | -13.3% |
| 6M | +40.1% | -12.8% | +52.9% | +42.2% |
| YTD | +33.4% | -23.3% | +56.7% | +38.1% |
| 1Y | -23.7% | -24.1% | +0.4% | -21.1% |
| 3Y | +19.0% | -32.1% | +51.1% | +23.6% |
| All | -66.3% | -33.0% | -33.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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