-74.1%
MARA vs XLRE
+89.0%
-163.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +3.8% |
| 7D | +5.9% | -1.2% | +7.1% | +7.4% |
| 30D | +24.3% | -2.4% | +26.7% | +28.0% |
| 3M | -12.0% | -2.5% | -9.5% | -10.2% |
| 6M | +40.1% | +4.0% | +36.1% | +32.7% |
| YTD | +33.4% | +9.3% | +24.1% | +19.9% |
| 1Y | -23.7% | +5.6% | -29.3% | -28.6% |
| 3Y | +19.0% | +31.3% | -12.3% | -11.5% |
| 5Y | -66.5% | +9.5% | -76.0% | -67.5% |
| All | -74.1% | +89.0% | -163.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling