-66.3%
MARA vs MXL
+40.1%
-106.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.5% | -2.7% | +1.8% |
| 7D | +5.9% | +18.9% | -12.9% | -1.3% |
| 30D | +24.3% | +0.3% | +24.0% | +22.5% |
| 3M | -12.0% | -8.0% | -3.9% | -14.8% |
| 6M | +40.1% | +341.2% | -301.1% | -51.3% |
| YTD | +33.4% | +327.8% | -294.4% | -53.3% |
| 1Y | -23.7% | +364.9% | -388.6% | -75.0% |
| 3Y | +19.0% | +229.2% | -210.3% | -64.0% |
| All | -66.3% | +40.1% | -106.4% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling