+49.9%
XLE vs MARA
-60.7%
+110.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.7% | -4.7% |
| 7D | -7.2% | -6.5% | -0.7% | -7.2% |
| 30D | +0.1% | -38.5% | +38.6% | +0.1% |
| 3M | +9.2% | -41.5% | +50.7% | +9.3% |
| 6M | +8.4% | -41.9% | +50.3% | +8.0% |
| YTD | +44.9% | -23.5% | +68.4% | +42.2% |
| 1Y | +49.9% | -58.7% | +108.5% | +48.5% |
| All | +49.9% | -60.7% | +110.6% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling