-90.0%
MARA vs MKC
+145.4%
-235.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +13.8% | -4.3% | +18.2% | +15.0% |
| 30D | +24.7% | -3.1% | +27.8% | +25.0% |
| 3M | -10.4% | +6.8% | -17.3% | -13.1% |
| 6M | +37.6% | -18.3% | +56.0% | +43.6% |
| YTD | +32.7% | -23.1% | +55.8% | +40.1% |
| 1Y | -25.2% | -23.7% | -1.5% | -21.2% |
| 3Y | +9.3% | -31.0% | +40.3% | +17.0% |
| 5Y | -69.3% | -33.5% | -35.8% | -67.5% |
| 10Y | -73.6% | +30.3% | -103.8% | -78.0% |
| All | -90.0% | +145.4% | -235.4% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling