-74.1%
MARA vs MXL
+313.4%
-387.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.5% | -2.7% | +1.3% |
| 7D | +5.9% | +18.9% | -12.9% | -2.3% |
| 30D | +24.3% | +0.3% | +24.0% | +22.1% |
| 3M | -12.0% | -8.0% | -3.9% | -15.6% |
| 6M | +40.1% | +341.2% | -301.1% | -56.9% |
| YTD | +33.4% | +327.8% | -294.4% | -58.6% |
| 1Y | -23.7% | +364.9% | -388.6% | -77.9% |
| 3Y | +19.0% | +229.2% | -210.3% | -68.0% |
| 5Y | -66.5% | +42.8% | -109.3% | -84.1% |
| All | -74.1% | +313.4% | -387.5% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling