-74.1%
MARA vs OXY
+7.5%
-81.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | +5.9% | +2.8% | +3.1% | +4.7% |
| 30D | +24.3% | +5.5% | +18.8% | +21.6% |
| 3M | -12.0% | +11.3% | -23.3% | -17.0% |
| 6M | +40.1% | +11.6% | +28.5% | +29.8% |
| YTD | +33.4% | +51.6% | -18.2% | +8.4% |
| 1Y | -23.7% | +36.2% | -60.0% | -35.2% |
| 3Y | +19.0% | +1.7% | +17.3% | +12.5% |
| 5Y | -66.5% | +164.5% | -231.0% | -78.5% |
| All | -74.1% | +7.5% | -81.6% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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