+19.0%
MARA vs XLRE
+31.2%
-12.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +3.7% |
| 7D | +5.9% | -1.2% | +7.1% | +7.6% |
| 30D | +24.3% | -2.4% | +26.7% | +28.5% |
| 3M | -12.0% | -2.5% | -9.5% | -10.2% |
| 6M | +40.1% | +4.0% | +36.1% | +30.1% |
| YTD | +33.4% | +9.3% | +24.1% | +16.2% |
| 1Y | -23.7% | +5.6% | -29.3% | -30.3% |
| 3Y | +19.0% | +31.3% | -12.3% | -11.3% |
| All | +19.0% | +31.2% | -12.2% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling