-87.4%
MARA vs XRT
-4.8%
-82.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.6% |
| 7D | +10.1% | +1.7% | +8.3% | +6.9% |
| 30D | -15.1% | +7.5% | -22.6% | -27.2% |
| 3M | -24.1% | +2.2% | -26.3% | -30.3% |
| 6M | -45.2% | +14.7% | -59.8% | -60.2% |
| YTD | -22.2% | +7.5% | -29.7% | -35.3% |
| 1Y | -45.3% | +14.1% | -59.4% | -59.8% |
| 3Y | -23.9% | +58.8% | -82.6% | -68.0% |
| All | -87.4% | -4.8% | -82.6% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling