-75.3%
MARA vs XLB
+162.9%
-238.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -2.1% |
| 7D | -1.5% | -3.5% | +2.1% | +4.4% |
| 30D | +18.1% | -4.7% | +22.7% | +27.4% |
| 3M | -9.4% | +2.7% | -12.2% | -14.6% |
| 6M | +33.4% | +2.6% | +30.8% | +26.0% |
| YTD | +27.3% | +12.8% | +14.4% | +4.1% |
| 1Y | -27.9% | +14.0% | -41.9% | -42.0% |
| 3Y | +4.8% | +31.5% | -26.7% | -29.4% |
| 5Y | -68.0% | +33.4% | -101.4% | -75.5% |
| All | -75.3% | +162.9% | -238.1% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling