+54.7%
XLE vs MARA
-5.0%
+59.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | +2.2% | +6.0% | -3.8% | +2.0% |
| 30D | +11.8% | +0.6% | +11.2% | +11.6% |
| 3M | +9.8% | -18.5% | +28.3% | +10.2% |
| 6M | +15.6% | +21.7% | -6.2% | +13.5% |
| YTD | +45.3% | +25.9% | +19.3% | +41.9% |
| 1Y | +48.3% | -25.1% | +73.5% | +47.7% |
| All | +54.7% | -5.0% | +59.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling