+64.3%
XLF vs MARA
-65.8%
+130.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | +0.4% |
| 7D | -1.5% | +5.9% | -7.4% | -1.9% |
| 30D | -1.2% | +24.3% | -25.4% | -2.8% |
| 3M | +9.2% | -12.0% | +21.2% | +9.4% |
| 6M | +16.3% | +40.1% | -23.8% | +12.3% |
| YTD | +5.4% | +33.4% | -28.0% | +1.4% |
| 1Y | +7.6% | -23.7% | +31.3% | +7.0% |
| 3Y | +74.2% | +19.0% | +55.2% | +57.5% |
| All | +64.3% | -65.8% | +130.1% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling