+502.6%
XLF vs MARA
-78.5%
+581.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.2% |
| 7D | -2.9% | -1.5% | -1.4% | -2.9% |
| 30D | -1.6% | +18.1% | -19.7% | -2.1% |
| 3M | +9.3% | -9.4% | +18.7% | +9.3% |
| 6M | +14.6% | +33.4% | -18.8% | +13.4% |
| YTD | +4.7% | +27.3% | -22.5% | +3.6% |
| 1Y | +8.6% | -27.9% | +36.6% | +8.6% |
| 3Y | +73.9% | +4.8% | +69.1% | +69.7% |
| 5Y | +65.0% | -68.0% | +133.1% | +60.5% |
| 10Y | +250.4% | -74.7% | +325.1% | +215.7% |
| All | +502.6% | -78.5% | +581.0% | +436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling