-90.4%
MARA vs MXL
+1,292.4%
-1,382.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -2.8% |
| 7D | -1.5% | +16.6% | -18.1% | -7.9% |
| 30D | +18.1% | +0.5% | +17.6% | +16.0% |
| 3M | -9.4% | -3.6% | -5.8% | -14.3% |
| 6M | +33.4% | +328.0% | -294.7% | -51.9% |
| YTD | +27.3% | +297.8% | -270.5% | -52.6% |
| 1Y | -27.9% | +339.4% | -367.3% | -74.8% |
| 3Y | +4.8% | +201.7% | -197.0% | -64.3% |
| 5Y | -68.0% | +32.8% | -100.8% | -82.7% |
| 10Y | -74.7% | +274.8% | -349.5% | -91.5% |
| All | -90.4% | +1,292.4% | -1,382.8% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling