-69.3%
MARA vs XLC
+37.1%
-106.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +2.1% |
| 7D | +13.8% | -1.4% | +15.3% | +17.5% |
| 30D | +24.7% | -0.9% | +25.6% | +25.6% |
| 3M | -10.4% | -0.3% | -10.1% | -13.7% |
| 6M | +37.6% | -5.2% | +42.8% | +49.0% |
| YTD | +32.7% | -5.3% | +38.0% | +43.4% |
| 1Y | -25.2% | -2.8% | -22.4% | -23.0% |
| 3Y | +9.3% | +71.2% | -61.9% | -68.4% |
| 5Y | -69.3% | +37.6% | -106.9% | -81.4% |
| All | -69.3% | +37.1% | -106.5% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling