-74.1%
MARA vs XYL
+150.5%
-224.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.5% |
| 7D | +5.9% | +1.2% | +4.7% | +4.9% |
| 30D | +24.3% | -11.9% | +36.2% | +39.4% |
| 3M | -12.0% | -1.5% | -10.4% | -12.8% |
| 6M | +40.1% | -11.9% | +52.0% | +53.5% |
| YTD | +33.4% | -20.6% | +54.0% | +60.9% |
| 1Y | -23.7% | -23.5% | -0.2% | -4.0% |
| 3Y | +19.0% | +14.9% | +4.1% | +6.4% |
| 5Y | -66.5% | -15.3% | -51.2% | -61.6% |
| All | -74.1% | +150.5% | -224.6% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling