-25.1%
MARA vs XEL
+7.2%
-32.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +6.0% | -1.0% | +7.0% | +6.4% |
| 30D | +0.6% | -1.9% | +2.5% | +1.2% |
| 3M | -18.5% | -1.9% | -16.6% | -18.8% |
| 6M | +21.7% | -7.4% | +29.2% | +25.3% |
| YTD | +25.9% | +4.1% | +21.9% | +23.6% |
| 1Y | -25.1% | +8.0% | -33.2% | -22.2% |
| All | -25.1% | +7.2% | -32.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling