-73.6%
MARA vs XLP
+102.3%
-175.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.8% |
| 7D | +13.8% | -2.9% | +16.7% | +16.8% |
| 30D | +24.7% | -2.2% | +26.9% | +26.3% |
| 3M | -10.4% | -0.6% | -9.9% | -12.3% |
| 6M | +37.6% | -2.2% | +39.8% | +36.3% |
| YTD | +32.7% | +8.3% | +24.5% | +18.3% |
| 1Y | -25.2% | +5.7% | -30.9% | -32.0% |
| 3Y | +9.3% | +25.7% | -16.4% | -18.0% |
| 5Y | -69.3% | +31.3% | -100.6% | -77.2% |
| 10Y | -73.6% | +106.2% | -179.7% | -84.9% |
| All | -73.6% | +102.3% | -175.9% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling