-58.7%
MARA vs XME
+5.2%
-63.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -2.9% |
| 7D | -6.5% | -5.5% | -1.1% | -0.4% |
| 30D | -38.5% | -11.1% | -27.4% | -29.5% |
| 3M | -41.5% | -11.1% | -30.4% | -33.8% |
| 6M | -41.9% | -18.0% | -23.9% | -28.4% |
| YTD | -23.5% | -7.4% | -16.1% | -21.6% |
| 1Y | -58.7% | +6.7% | -65.3% | -67.1% |
| All | -58.7% | +5.2% | -63.9% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling