+9.1%
XLF vs MARA
-28.1%
+37.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | 0.0% | +6.0% | -6.0% | -0.2% |
| 30D | +0.2% | +0.6% | -0.5% | +0.1% |
| 3M | +11.7% | -18.5% | +30.2% | +12.3% |
| 6M | +13.8% | +21.7% | -8.0% | +11.3% |
| YTD | +7.0% | +25.9% | -18.9% | +3.8% |
| 1Y | +9.1% | -25.1% | +34.3% | +11.3% |
| All | +9.1% | -28.1% | +37.2% | +11.3% |
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