-90.1%
MARA vs XME
+214.4%
-304.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +3.5% |
| 7D | +15.6% | +3.6% | +12.0% | +11.6% |
| 30D | +17.2% | +3.6% | +13.6% | +13.5% |
| 3M | -14.2% | +1.2% | -15.4% | -14.8% |
| 6M | +47.7% | +9.0% | +38.6% | +35.3% |
| YTD | +31.7% | +15.9% | +15.8% | +15.8% |
| 1Y | -22.2% | +43.2% | -65.4% | -44.0% |
| 3Y | +8.4% | +137.4% | -128.9% | -48.7% |
| 5Y | -68.3% | +185.0% | -253.3% | -85.5% |
| 10Y | -74.9% | +409.5% | -484.3% | -92.0% |
| All | -90.1% | +214.4% | -304.5% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling