-68.0%
MARA vs XYL
-15.8%
-52.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -2.9% |
| 7D | -1.5% | -1.2% | -0.2% | +0.1% |
| 30D | +18.1% | -13.2% | +31.2% | +39.2% |
| 3M | -9.4% | -0.2% | -9.3% | -12.7% |
| 6M | +33.4% | -12.5% | +45.9% | +50.5% |
| YTD | +27.3% | -20.9% | +48.2% | +62.4% |
| 1Y | -27.9% | -21.6% | -6.4% | -6.3% |
| 3Y | +4.8% | +16.1% | -11.4% | -18.7% |
| 5Y | -68.0% | -15.6% | -52.4% | -61.2% |
| All | -68.0% | -15.8% | -52.2% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling