+523.4%
XLI vs MARA
-77.7%
+601.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | +1.0% | +15.6% | -14.7% | +0.7% |
| 30D | -5.8% | +17.2% | -23.1% | -6.2% |
| 3M | +0.7% | -14.2% | +14.9% | +0.8% |
| 6M | +3.2% | +47.7% | -44.5% | +2.0% |
| YTD | +13.0% | +31.7% | -18.7% | +11.9% |
| 1Y | +16.8% | -22.2% | +39.0% | +16.6% |
| 3Y | +72.4% | +8.4% | +64.0% | +68.7% |
| 5Y | +82.8% | -68.3% | +151.0% | +78.3% |
| 10Y | +252.4% | -74.9% | +327.3% | +222.0% |
| All | +523.4% | -77.7% | +601.1% | +464.6% |
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