+173.9%
XLE vs MARA
-79.2%
+253.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.7% |
| 7D | -0.2% | +11.5% | -11.7% | -0.7% |
| 30D | -4.0% | -18.9% | +14.9% | -3.5% |
| 3M | +4.6% | -20.9% | +25.5% | +5.1% |
| 6M | +12.3% | -42.8% | +55.1% | +13.6% |
| YTD | +44.5% | -14.7% | +59.2% | +43.5% |
| 1Y | +42.4% | -47.6% | +90.1% | +43.7% |
| 3Y | +67.0% | -20.3% | +87.3% | +61.2% |
| 5Y | +161.9% | -89.2% | +251.1% | +157.1% |
| 10Y | +173.9% | -79.2% | +253.0% | +132.1% |
| All | +173.9% | -79.2% | +253.0% | +132.1% |
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