+8.4%
MARA vs XRT
+42.5%
-34.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +8.1% |
| 7D | +15.6% | -0.3% | +15.9% | +15.8% |
| 30D | +17.2% | -5.6% | +22.9% | +27.1% |
| 3M | -14.2% | +2.5% | -16.7% | -21.1% |
| 6M | +47.7% | +3.7% | +44.0% | +33.4% |
| YTD | +31.7% | +1.0% | +30.8% | +26.7% |
| 1Y | -22.2% | -1.2% | -21.0% | -22.3% |
| 3Y | +8.4% | +43.4% | -34.9% | -37.0% |
| All | +8.4% | +42.5% | -34.1% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling