-74.1%
MARA vs XOP
+58.6%
-132.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.7% |
| 7D | +5.9% | +2.6% | +3.3% | +4.2% |
| 30D | +24.3% | +9.6% | +14.7% | +17.0% |
| 3M | -12.0% | +20.4% | -32.3% | -23.0% |
| 6M | +40.1% | +19.9% | +20.2% | +20.1% |
| YTD | +33.4% | +56.4% | -23.0% | -3.7% |
| 1Y | -23.7% | +52.4% | -76.2% | -44.2% |
| 3Y | +19.0% | +39.9% | -20.9% | -7.7% |
| 5Y | -66.5% | +163.7% | -230.2% | -81.4% |
| All | -74.1% | +58.6% | -132.7% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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