-58.7%
MARA vs MXL
+276.5%
-335.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.1% | -1.7% |
| 7D | -6.5% | -24.3% | +17.8% | -1.0% |
| 30D | -38.5% | -46.1% | +7.6% | -30.6% |
| 3M | -41.5% | -21.8% | -19.7% | -39.2% |
| 6M | -41.9% | -27.2% | -14.7% | -39.4% |
| YTD | -23.5% | +226.2% | -249.7% | -55.9% |
| 1Y | -58.7% | +297.0% | -355.7% | -81.0% |
| All | -58.7% | +276.5% | -335.2% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling