+169.4%
XLV vs MARA
-74.3%
+243.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.3% |
| 7D | -3.6% | +5.9% | -9.5% | -3.7% |
| 30D | -1.8% | +24.3% | -26.1% | -2.3% |
| 3M | +7.8% | -12.0% | +19.8% | +7.8% |
| 6M | +9.1% | +40.1% | -31.0% | +8.0% |
| YTD | +7.7% | +33.4% | -25.7% | +6.6% |
| 1Y | +20.4% | -23.7% | +44.2% | +20.2% |
| 3Y | +30.8% | +19.0% | +11.8% | +27.3% |
| 5Y | +34.6% | -66.5% | +101.1% | +30.6% |
| All | +169.4% | -74.3% | +243.7% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling