-45.3%
MARA vs XLC
-2.4%
-42.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.5% |
| 7D | +10.1% | +3.7% | +6.4% | +8.0% |
| 30D | -15.1% | -1.9% | -13.1% | -14.4% |
| 3M | -24.1% | -3.1% | -21.0% | -23.2% |
| 6M | -45.2% | -6.4% | -38.8% | -39.9% |
| YTD | -22.2% | -6.8% | -15.3% | -14.6% |
| 1Y | -45.3% | -1.7% | -43.6% | -47.3% |
| All | -45.3% | -2.4% | -42.9% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling