-23.9%
MARA vs XRT
+58.7%
-82.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.5% |
| 7D | +10.1% | +1.7% | +8.3% | +7.3% |
| 30D | -15.1% | +7.5% | -22.6% | -25.6% |
| 3M | -24.1% | +2.2% | -26.3% | -29.2% |
| 6M | -45.2% | +14.7% | -59.8% | -59.1% |
| YTD | -22.2% | +7.5% | -29.7% | -33.8% |
| 1Y | -45.3% | +14.1% | -59.4% | -58.6% |
| 3Y | -23.9% | +58.8% | -82.6% | -62.1% |
| All | -23.9% | +58.7% | -82.5% | -62.1% |
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