+19.0%
MARA vs XLU
+47.0%
-28.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.1% |
| 7D | +5.9% | -1.6% | +7.5% | +7.5% |
| 30D | +24.3% | -3.3% | +27.6% | +28.0% |
| 3M | -12.0% | -3.2% | -8.8% | -9.8% |
| 6M | +40.1% | -7.0% | +47.1% | +49.4% |
| YTD | +33.4% | +0.6% | +32.8% | +32.3% |
| 1Y | -23.7% | +2.4% | -26.2% | -24.7% |
| 3Y | +19.0% | +46.3% | -27.3% | -13.6% |
| All | +19.0% | +47.0% | -28.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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