-28.1%
MARA vs XLP
+43.2%
-71.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.6% |
| 7D | +3.3% | +0.1% | +3.2% | +3.4% |
| 30D | -31.2% | +8.9% | -40.1% | -31.4% |
| 3M | -34.2% | +7.5% | -41.7% | -34.4% |
| 6M | -48.7% | +9.4% | -58.1% | -49.9% |
| YTD | -26.1% | +19.3% | -45.3% | -32.2% |
| 1Y | -58.2% | +21.7% | -79.9% | -62.4% |
| 3Y | -28.1% | +44.0% | -72.0% | -49.1% |
| All | -28.1% | +43.2% | -71.3% | -49.1% |
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 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