-90.1%
MARA vs SPXL
+4,529.7%
-4,619.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.8% |
| 7D | +15.6% | +1.5% | +14.2% | +14.6% |
| 30D | +17.2% | -3.7% | +20.9% | +20.4% |
| 3M | -14.2% | +8.1% | -22.3% | -18.7% |
| 6M | +47.7% | +39.0% | +8.6% | +17.3% |
| YTD | +31.7% | +29.9% | +1.8% | +11.4% |
| 1Y | -22.2% | +46.6% | -68.8% | -39.0% |
| 3Y | +8.4% | +230.5% | -222.1% | -50.8% |
| 5Y | -68.3% | +140.2% | -208.4% | -80.8% |
| 10Y | -74.9% | +1,168.8% | -1,243.6% | -93.9% |
| All | -90.1% | +4,529.7% | -4,619.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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