-68.0%
MARA vs XHB
+30.4%
-98.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -0.8% |
| 7D | -1.5% | -5.2% | +3.8% | +6.0% |
| 30D | +18.1% | -12.1% | +30.2% | +41.0% |
| 3M | -9.4% | -6.2% | -3.2% | -3.5% |
| 6M | +33.4% | -6.7% | +40.1% | +41.6% |
| YTD | +27.3% | -5.5% | +32.7% | +29.5% |
| 1Y | -27.9% | -15.6% | -12.3% | -13.5% |
| 3Y | +4.8% | +22.0% | -17.2% | -35.1% |
| 5Y | -68.0% | +31.8% | -99.9% | -79.0% |
| All | -68.0% | +30.4% | -98.4% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling