+19.0%
MARA vs XLY
+35.2%
-16.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +3.2% |
| 7D | +5.9% | -1.7% | +7.6% | +9.2% |
| 30D | +24.3% | -4.2% | +28.5% | +33.5% |
| 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% | +45.4% |
| 1Y | -23.7% | -4.1% | -19.6% | -17.7% |
| 3Y | +19.0% | +33.6% | -14.6% | -24.5% |
| All | +19.0% | +35.2% | -16.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling