+144.2%
MARA vs XLC
+142.6%
+1.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -5.2% |
| 7D | -1.5% | -1.7% | +0.2% | +1.5% |
| 30D | +18.1% | +0.2% | +17.9% | +16.5% |
| 3M | -9.4% | +0.7% | -10.1% | -13.8% |
| 6M | +33.4% | -4.5% | +37.8% | +41.0% |
| YTD | +27.3% | -4.7% | +32.0% | +34.8% |
| 1Y | -27.9% | -1.5% | -26.4% | -27.6% |
| 3Y | +4.8% | +72.2% | -67.5% | -60.8% |
| 5Y | -68.0% | +39.3% | -107.3% | -80.2% |
| All | +144.2% | +142.6% | +1.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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