-81.6%
MARA vs XRT
+135.4%
-217.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -3.5% |
| 7D | +22.4% | -0.4% | +22.9% | +23.0% |
| 30D | -21.0% | +7.5% | -28.5% | -29.9% |
| 3M | -25.3% | +2.3% | -27.7% | -30.1% |
| 6M | -43.4% | +12.8% | -56.2% | -54.5% |
| YTD | -19.8% | +7.1% | -26.9% | -29.4% |
| 1Y | -50.0% | +12.3% | -62.3% | -59.1% |
| 3Y | -25.1% | +57.0% | -82.1% | -57.6% |
| 5Y | -90.5% | -4.3% | -86.2% | -88.7% |
| All | -81.6% | +135.4% | -217.0% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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