-25.1%
MARA vs XLB
+17.4%
-42.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.1% |
| 7D | +6.0% | -1.4% | +7.4% | +7.8% |
| 30D | +0.6% | -0.4% | +1.0% | +0.9% |
| 3M | -18.5% | +2.0% | -20.5% | -21.0% |
| 6M | +21.7% | +1.8% | +19.9% | +19.9% |
| YTD | +25.9% | +16.6% | +9.4% | +4.5% |
| 1Y | -25.1% | +16.9% | -42.1% | -39.1% |
| All | -25.1% | +17.4% | -42.6% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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