-25.1%
MARA vs XLP
+7.6%
-32.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -3.1% |
| 7D | +6.0% | -1.0% | +7.0% | +5.2% |
| 30D | +0.6% | -0.9% | +1.5% | +0.1% |
| 3M | -18.5% | +3.8% | -22.3% | -19.1% |
| 6M | +21.7% | -1.7% | +23.5% | +22.6% |
| YTD | +25.9% | +10.3% | +15.7% | +26.2% |
| 1Y | -25.1% | +7.8% | -32.9% | -21.1% |
| All | -25.1% | +7.6% | -32.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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