-94.0%
MARA vs XLB
+290.7%
-384.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -4.2% |
| 7D | +22.4% | 0.0% | +22.4% | +22.5% |
| 30D | -21.0% | +5.3% | -26.2% | -27.0% |
| 3M | -25.3% | 0.0% | -25.3% | -25.8% |
| 6M | -43.4% | +1.2% | -44.6% | -45.4% |
| YTD | -19.8% | +16.9% | -36.7% | -36.5% |
| 1Y | -50.0% | +20.9% | -70.9% | -62.4% |
| 3Y | -25.1% | +43.3% | -68.4% | -53.3% |
| 5Y | -90.5% | +28.3% | -118.8% | -92.2% |
| 10Y | -80.4% | +165.3% | -245.7% | -91.9% |
| All | -94.0% | +290.7% | -384.6% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling