-23.7%
MARA vs XME
+34.9%
-58.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.9% |
| 7D | +5.9% | -4.2% | +10.1% | +11.1% |
| 30D | +24.3% | -2.7% | +27.0% | +28.5% |
| 3M | -12.0% | -3.9% | -8.1% | -8.5% |
| 6M | +40.1% | -1.0% | +41.1% | +39.3% |
| YTD | +33.4% | +9.8% | +23.6% | +19.5% |
| 1Y | -23.7% | +32.5% | -56.3% | -31.3% |
| All | -23.7% | +34.9% | -58.6% | -31.3% |
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