-87.4%
MARA vs XLP
+44.5%
-131.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -4.0% |
| 7D | +10.1% | +2.5% | +7.6% | +8.1% |
| 30D | -15.1% | +7.3% | -22.4% | -20.5% |
| 3M | -24.1% | +8.1% | -32.2% | -30.1% |
| 6M | -45.2% | +10.5% | -55.7% | -52.0% |
| YTD | -22.2% | +21.2% | -43.3% | -39.9% |
| 1Y | -45.3% | +22.7% | -68.0% | -58.7% |
| 3Y | -23.9% | +44.8% | -68.7% | -58.1% |
| All | -87.4% | +44.5% | -131.9% | -92.0% |
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