-58.7%
MARA vs XYL
-30.7%
-28.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.0% | -9.0% | -5.2% |
| 7D | -6.5% | +14.5% | -21.1% | -10.1% |
| 30D | -38.5% | -1.3% | -37.2% | -39.0% |
| 3M | -41.5% | -17.0% | -24.6% | -36.1% |
| 6M | -41.9% | -11.3% | -30.6% | -41.1% |
| YTD | -23.5% | -25.0% | +1.5% | -12.5% |
| 1Y | -58.7% | -31.5% | -27.1% | -37.3% |
| All | -58.7% | -30.7% | -28.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling