+181.3%
XLE vs MARA
-74.3%
+255.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.8% |
| 7D | +0.3% | +13.8% | -13.5% | -0.1% |
| 30D | +8.5% | +24.7% | -16.2% | +7.6% |
| 3M | +14.6% | -10.4% | +25.1% | +14.6% |
| 6M | +17.6% | +37.6% | -20.1% | +15.5% |
| YTD | +48.1% | +32.7% | +15.4% | +45.2% |
| 1Y | +53.8% | -25.2% | +79.0% | +53.3% |
| 3Y | +56.2% | +9.3% | +47.0% | +49.2% |
| 5Y | +227.7% | -69.3% | +297.1% | +211.4% |
| 10Y | +181.3% | -73.6% | +254.9% | +133.0% |
| All | +181.3% | -74.3% | +255.6% | +133.0% |
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