-74.1%
MARA vs XEL
+151.6%
-225.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +24.3% | -3.9% | +28.2% | +25.2% |
| 3M | -12.0% | -2.8% | -9.2% | -11.6% |
| 6M | +40.1% | -5.4% | +45.5% | +41.5% |
| YTD | +33.4% | +3.8% | +29.7% | +32.6% |
| 1Y | -23.7% | +6.8% | -30.6% | -24.5% |
| 3Y | +19.0% | +45.6% | -26.6% | +12.3% |
| 5Y | -66.5% | +30.7% | -97.2% | -68.0% |
| All | -74.1% | +151.6% | -225.7% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling