+120.4%
XLK vs MARA
+13.6%
+106.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | +0.8% |
| 7D | +0.2% | +5.9% | -5.7% | -0.5% |
| 30D | -0.6% | +24.3% | -24.9% | -3.4% |
| 3M | +2.6% | -12.0% | +14.5% | +3.1% |
| 6M | +34.0% | +40.1% | -6.2% | +27.9% |
| YTD | +30.7% | +33.4% | -2.7% | +24.2% |
| 1Y | +39.2% | -23.7% | +62.9% | +38.6% |
| 3Y | +120.4% | +19.0% | +101.5% | +103.3% |
| All | +120.4% | +13.6% | +106.9% | +103.3% |
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