-94.2%
MARA vs XRT
+262.7%
-356.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.5% |
| 7D | +10.1% | +1.7% | +8.3% | +7.7% |
| 30D | -15.1% | +7.5% | -22.6% | -24.1% |
| 3M | -24.1% | +2.2% | -26.3% | -28.5% |
| 6M | -45.2% | +14.7% | -59.8% | -56.2% |
| YTD | -22.2% | +7.5% | -29.7% | -31.2% |
| 1Y | -45.3% | +14.1% | -59.4% | -55.6% |
| 3Y | -23.9% | +58.8% | -82.6% | -55.7% |
| 5Y | -90.8% | -3.9% | -86.9% | -88.9% |
| 10Y | -81.0% | +137.7% | -218.7% | -90.1% |
| All | -94.2% | +262.7% | -356.8% | -98.4% |
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 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