-90.5%
MARA vs XOP
+14.2%
-104.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | +6.0% | +2.6% | +3.4% | +4.3% |
| 30D | +0.6% | +15.4% | -14.8% | -8.1% |
| 3M | -18.5% | +12.1% | -30.6% | -24.9% |
| 6M | +21.7% | +19.7% | +2.1% | +5.4% |
| YTD | +25.9% | +52.4% | -26.4% | -5.3% |
| 1Y | -25.1% | +47.6% | -72.7% | -42.8% |
| 3Y | -5.7% | +34.4% | -40.1% | -23.4% |
| 5Y | -73.9% | +154.4% | -228.3% | -84.5% |
| 10Y | -75.6% | +54.7% | -130.3% | -84.3% |
| All | -90.5% | +14.2% | -104.8% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling