+68.5%
XLI vs MARA
+8.3%
+60.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | -2.3% | -1.5% | -0.8% | -2.2% |
| 30D | -8.2% | +18.1% | -26.2% | -9.6% |
| 3M | +0.8% | -9.4% | +10.2% | +0.8% |
| 6M | +0.8% | +33.4% | -32.5% | -2.4% |
| YTD | +10.5% | +27.3% | -16.8% | +6.7% |
| 1Y | +14.1% | -27.9% | +42.1% | +14.0% |
| All | +68.5% | +8.3% | +60.2% | +54.5% |
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