+18.4%
MARA vs XLC
+70.4%
-52.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.8% |
| 7D | +13.8% | -1.4% | +15.3% | +16.8% |
| 30D | +24.7% | -0.9% | +25.6% | +25.5% |
| 3M | -10.4% | -0.3% | -10.1% | -12.7% |
| 6M | +37.6% | -5.2% | +42.8% | +49.2% |
| YTD | +32.7% | -5.3% | +38.0% | +43.8% |
| 1Y | -25.2% | -2.8% | -22.4% | -22.5% |
| All | +18.4% | +70.4% | -52.0% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling