-66.3%
MARA vs XME
+162.6%
-228.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +6.2% |
| 7D | +5.9% | -4.2% | +10.1% | +12.3% |
| 30D | +24.3% | -2.7% | +27.0% | +29.2% |
| 3M | -12.0% | -3.9% | -8.1% | -7.6% |
| 6M | +40.1% | -1.0% | +41.1% | +38.0% |
| YTD | +33.4% | +9.8% | +23.6% | +14.8% |
| 1Y | -23.7% | +32.5% | -56.3% | -50.6% |
| 3Y | +19.0% | +124.3% | -105.4% | -63.6% |
| All | -66.3% | +162.6% | -228.9% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling