-22.2%
MARA vs XLP
+6.9%
-29.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.1% |
| 7D | +15.6% | -1.4% | +17.1% | +14.4% |
| 30D | +17.2% | -1.3% | +18.5% | +16.2% |
| 3M | -14.2% | +1.8% | -16.0% | -14.8% |
| 6M | +47.7% | -0.8% | +48.5% | +47.0% |
| YTD | +31.7% | +9.5% | +22.2% | +31.4% |
| 1Y | -22.2% | +7.2% | -29.3% | -19.8% |
| All | -22.2% | +6.9% | -29.1% | -19.8% |
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