-71.3%
MARA vs XLP
+32.7%
-104.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.8% |
| 7D | +6.0% | -1.0% | +7.0% | +6.9% |
| 30D | +0.6% | -0.9% | +1.5% | +0.7% |
| 3M | -18.5% | +3.8% | -22.3% | -24.6% |
| 6M | +21.7% | -1.7% | +23.5% | +20.4% |
| YTD | +25.9% | +10.3% | +15.7% | +7.1% |
| 1Y | -25.1% | +7.8% | -32.9% | -34.8% |
| 3Y | -5.7% | +27.2% | -32.9% | -38.4% |
| All | -71.3% | +32.7% | -104.0% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling