-23.7%
MARA vs MXL
+366.1%
-389.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.5% | -2.7% | +3.3% |
| 7D | +5.9% | +18.9% | -12.9% | +2.4% |
| 30D | +24.3% | +0.3% | +24.0% | +23.6% |
| 3M | -12.0% | -8.0% | -3.9% | -12.3% |
| 6M | +40.1% | +341.2% | -301.1% | -21.3% |
| YTD | +33.4% | +327.8% | -294.4% | -25.1% |
| 1Y | -23.7% | +364.9% | -388.6% | -60.8% |
| All | -23.7% | +366.1% | -389.8% | -60.8% |
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