-74.1%
MARA vs XME
+421.4%
-495.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +6.0% |
| 7D | +5.9% | -4.2% | +10.1% | +11.5% |
| 30D | +24.3% | -2.7% | +27.0% | +28.7% |
| 3M | -12.0% | -3.9% | -8.1% | -7.8% |
| 6M | +40.1% | -1.0% | +41.1% | +39.5% |
| YTD | +33.4% | +9.8% | +23.6% | +19.0% |
| 1Y | -23.7% | +32.5% | -56.3% | -46.1% |
| 3Y | +19.0% | +124.3% | -105.4% | -53.4% |
| 5Y | -66.5% | +165.8% | -232.3% | -87.8% |
| All | -74.1% | +421.4% | -495.4% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling