-82.2%
MARA vs XLB
+163.6%
-245.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.6% |
| 7D | +10.1% | +0.5% | +9.5% | +9.3% |
| 30D | -15.1% | +5.2% | -20.2% | -22.2% |
| 3M | -24.1% | +0.3% | -24.4% | -25.2% |
| 6M | -45.2% | +1.2% | -46.3% | -47.4% |
| YTD | -22.2% | +16.6% | -38.8% | -40.1% |
| 1Y | -45.3% | +21.4% | -66.7% | -60.8% |
| 3Y | -23.9% | +43.2% | -67.1% | -55.8% |
| 5Y | -90.8% | +28.0% | -118.8% | -92.8% |
| All | -82.2% | +163.6% | -245.7% | -94.2% |
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