+1,452.2%
XLK vs MARA
-77.4%
+1,529.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | +1.2% |
| 7D | +0.2% | +5.9% | -5.7% | 0.0% |
| 30D | -0.6% | +24.3% | -24.9% | -1.4% |
| 3M | +2.6% | -12.0% | +14.5% | +2.7% |
| 6M | +34.0% | +40.1% | -6.2% | +32.1% |
| YTD | +30.7% | +33.4% | -2.7% | +28.8% |
| 1Y | +39.2% | -23.7% | +62.9% | +39.2% |
| 3Y | +120.4% | +19.0% | +101.5% | +113.3% |
| 5Y | +148.8% | -66.5% | +215.3% | +140.6% |
| 10Y | +803.3% | -73.4% | +876.7% | +701.1% |
| All | +1,452.2% | -77.4% | +1,529.6% | +1,270.9% |
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