-74.1%
MARA vs XLY
+220.9%
-295.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +3.1% |
| 7D | +5.9% | -1.7% | +7.6% | +9.5% |
| 30D | +24.3% | -4.2% | +28.5% | +34.2% |
| 3M | -12.0% | -2.7% | -9.3% | -9.8% |
| 6M | +40.1% | -0.6% | +40.8% | +37.8% |
| YTD | +33.4% | -5.0% | +38.4% | +45.2% |
| 1Y | -23.7% | -4.1% | -19.6% | -17.8% |
| 3Y | +19.0% | +33.6% | -14.6% | -27.8% |
| 5Y | -66.5% | +28.7% | -95.2% | -72.0% |
| All | -74.1% | +220.9% | -295.0% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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