+13.5%
MARA vs XME
+124.3%
-110.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | +0.6% |
| 7D | -1.5% | -3.0% | +1.6% | +2.5% |
| 30D | +18.1% | -2.6% | +20.7% | +22.4% |
| 3M | -9.4% | +2.2% | -11.6% | -12.1% |
| 6M | +33.4% | +0.7% | +32.7% | +29.2% |
| YTD | +27.3% | +10.9% | +16.4% | +9.7% |
| 1Y | -27.9% | +35.7% | -63.6% | -53.5% |
| All | +13.5% | +124.3% | -110.8% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling