-21.6%
MARA vs XLP
+43.4%
-64.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -6.0% |
| 7D | +22.4% | -0.2% | +22.7% | +22.4% |
| 30D | -21.0% | +8.2% | -29.1% | -21.1% |
| 3M | -25.3% | +7.7% | -33.0% | -25.6% |
| 6M | -43.4% | +9.3% | -52.7% | -44.6% |
| YTD | -19.8% | +19.5% | -39.3% | -26.5% |
| 1Y | -50.0% | +21.0% | -71.0% | -54.8% |
| All | -21.6% | +43.4% | -64.9% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling