+74.2%
XLF vs MARA
+13.6%
+60.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | +0.4% |
| 7D | -1.5% | +5.9% | -7.4% | -1.8% |
| 30D | -1.2% | +24.3% | -25.4% | -2.7% |
| 3M | +9.2% | -12.0% | +21.2% | +9.4% |
| 6M | +16.3% | +40.1% | -23.8% | +12.6% |
| YTD | +5.4% | +33.4% | -28.0% | +1.7% |
| 1Y | +7.6% | -23.7% | +31.3% | +7.2% |
| 3Y | +74.2% | +19.0% | +55.2% | +60.0% |
| All | +74.2% | +13.6% | +60.6% | +60.0% |
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 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