+18.4%
MARA vs XLB
+32.2%
-13.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +2.5% |
| 7D | +13.8% | -2.9% | +16.8% | +19.4% |
| 30D | +24.7% | -3.4% | +28.1% | +31.7% |
| 3M | -10.4% | +1.6% | -12.0% | -14.3% |
| 6M | +37.6% | +3.6% | +34.0% | +26.8% |
| YTD | +32.7% | +14.2% | +18.5% | +3.7% |
| 1Y | -25.2% | +15.6% | -40.8% | -42.8% |
| All | +18.4% | +32.2% | -13.9% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling