-90.5%
MARA vs XRT
+248.2%
-338.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.8% |
| 7D | +6.0% | +0.8% | +5.2% | +4.9% |
| 30D | +0.6% | -4.2% | +4.8% | +5.5% |
| 3M | -18.5% | +5.1% | -23.6% | -25.2% |
| 6M | +21.7% | +2.4% | +19.3% | +16.2% |
| YTD | +25.9% | +3.2% | +22.8% | +20.2% |
| 1Y | -25.1% | +1.5% | -26.7% | -26.9% |
| 3Y | -5.7% | +40.6% | -46.3% | -34.2% |
| 5Y | -73.9% | -1.0% | -73.0% | -68.3% |
| 10Y | -75.6% | +128.4% | -204.0% | -86.4% |
| All | -90.5% | +248.2% | -338.7% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling