-90.0%
MARA vs XEL
+352.8%
-442.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +13.8% | +0.9% | +12.9% | +13.7% |
| 30D | +24.7% | -0.9% | +25.6% | +24.8% |
| 3M | -10.4% | -1.4% | -9.0% | -10.3% |
| 6M | +37.6% | -5.8% | +43.5% | +38.6% |
| YTD | +32.7% | +4.7% | +28.0% | +32.1% |
| 1Y | -25.2% | +9.1% | -34.2% | -25.8% |
| 3Y | +9.3% | +47.8% | -38.6% | +5.7% |
| 5Y | -69.3% | +29.0% | -98.4% | -70.1% |
| 10Y | -73.6% | +154.0% | -227.6% | -71.3% |
| All | -90.0% | +352.8% | -442.9% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling