+149.7%
XBI vs MARA
-74.3%
+224.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -0.7% |
| 7D | -4.6% | +5.9% | -10.6% | -5.0% |
| 30D | -2.0% | +24.3% | -26.3% | -3.6% |
| 3M | +17.8% | -12.0% | +29.8% | +18.0% |
| 6M | +23.7% | +40.1% | -16.4% | +20.0% |
| YTD | +28.2% | +33.4% | -5.2% | +24.0% |
| 1Y | +64.0% | -23.7% | +87.7% | +63.5% |
| 3Y | +99.4% | +19.0% | +80.4% | +85.2% |
| 5Y | +19.3% | -66.5% | +85.8% | +11.0% |
| All | +149.7% | -74.3% | +224.0% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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