+19.0%
MARA vs XYL
+15.7%
+3.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.4% |
| 7D | +5.9% | +1.2% | +4.7% | +4.7% |
| 30D | +24.3% | -11.9% | +36.2% | +41.1% |
| 3M | -12.0% | -1.5% | -10.4% | -14.2% |
| 6M | +40.1% | -11.9% | +52.0% | +54.5% |
| YTD | +33.4% | -20.6% | +54.0% | +65.7% |
| 1Y | -23.7% | -23.5% | -0.2% | +0.3% |
| 3Y | +19.0% | +14.9% | +4.1% | +22.1% |
| All | +19.0% | +15.7% | +3.3% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling