-64.3%
MARA vs XLRE
+107.7%
-172.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.2% |
| 7D | -1.5% | -2.7% | +1.2% | +1.6% |
| 30D | +18.1% | -2.3% | +20.4% | +21.3% |
| 3M | -9.4% | -3.5% | -6.0% | -6.7% |
| 6M | +33.4% | +1.9% | +31.5% | +29.6% |
| YTD | +27.3% | +8.3% | +18.9% | +16.0% |
| 1Y | -27.9% | +6.4% | -34.3% | -33.0% |
| 3Y | +4.8% | +30.2% | -25.5% | -20.1% |
| 5Y | -68.0% | +8.6% | -76.6% | -68.6% |
| 10Y | -74.7% | +87.4% | -162.0% | -82.1% |
| All | -64.3% | +107.7% | -172.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling