-90.1%
MARA vs XYL
+383.3%
-473.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +1.9% |
| 7D | +15.6% | +1.8% | +13.8% | +13.9% |
| 30D | +17.2% | -9.2% | +26.5% | +28.0% |
| 3M | -14.2% | -0.3% | -13.9% | -15.8% |
| 6M | +47.7% | -11.0% | +58.7% | +60.4% |
| YTD | +31.7% | -19.2% | +50.9% | +56.6% |
| 1Y | -22.2% | -21.2% | -1.0% | -4.7% |
| 3Y | +8.4% | +18.6% | -10.2% | -6.4% |
| 5Y | -68.3% | -14.3% | -54.0% | -62.9% |
| 10Y | -74.9% | +141.0% | -215.9% | -87.9% |
| All | -90.1% | +383.3% | -473.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling