-90.5%
MARA vs XLP
+260.9%
-351.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.8% |
| 7D | +6.0% | -1.0% | +7.0% | +7.0% |
| 30D | +0.6% | -0.9% | +1.5% | +0.8% |
| 3M | -18.5% | +3.8% | -22.3% | -23.8% |
| 6M | +21.7% | -1.7% | +23.5% | +20.3% |
| YTD | +25.9% | +10.3% | +15.7% | +10.1% |
| 1Y | -25.1% | +7.8% | -32.9% | -33.3% |
| 3Y | -5.7% | +27.2% | -32.9% | -30.3% |
| 5Y | -73.9% | +32.5% | -106.5% | -80.9% |
| 10Y | -75.6% | +101.8% | -177.4% | -87.9% |
| All | -90.5% | +260.9% | -351.4% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling