-74.1%
MARA vs XYZ
+610.4%
-684.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +5.9% | -4.3% | +10.2% | +9.2% |
| 30D | +24.3% | +1.2% | +23.1% | +22.4% |
| 3M | -12.0% | +14.6% | -26.6% | -21.6% |
| 6M | +40.1% | +22.6% | +17.6% | +18.4% |
| YTD | +33.4% | +21.7% | +11.7% | +12.2% |
| 1Y | -23.7% | +6.7% | -30.5% | -29.7% |
| 3Y | +19.0% | +46.8% | -27.9% | -16.5% |
| 5Y | -66.5% | -68.0% | +1.6% | -35.4% |
| All | -74.1% | +610.4% | -684.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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