-74.1%
MARA vs XRT
+128.2%
-202.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +2.9% |
| 7D | +5.9% | -3.2% | +9.1% | +10.7% |
| 30D | +24.3% | -4.5% | +28.8% | +31.0% |
| 3M | -12.0% | -3.1% | -8.9% | -10.5% |
| 6M | +40.1% | +4.2% | +35.9% | +29.2% |
| YTD | +33.4% | -0.1% | +33.5% | +32.4% |
| 1Y | -23.7% | -3.0% | -20.7% | -20.9% |
| 3Y | +19.0% | +41.8% | -22.8% | -20.5% |
| 5Y | -66.5% | -1.3% | -65.2% | -59.2% |
| All | -74.1% | +128.2% | -202.3% | -84.7% |
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