-74.1%
MARA vs QXO
+34.5%
-108.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +5.9% | -7.8% | +13.7% | +6.7% |
| 30D | +24.3% | -18.1% | +42.4% | +26.5% |
| 3M | -12.0% | -25.8% | +13.8% | -9.8% |
| 6M | +40.1% | -41.7% | +81.8% | +46.6% |
| YTD | +33.4% | -36.2% | +69.6% | +38.7% |
| 1Y | -23.7% | -42.1% | +18.4% | -20.1% |
| 3Y | +19.0% | -46.2% | +65.1% | -5.2% |
| 5Y | -66.5% | -70.7% | +4.2% | -72.6% |
| All | -74.1% | +34.5% | -108.6% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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