+9.1%
XLV vs MARA
+39.3%
-30.2%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.1% |
| 7D | -3.6% | +5.9% | -9.5% | -3.4% |
| 30D | -1.8% | +24.3% | -26.1% | -1.4% |
| 3M | +7.8% | -12.0% | +19.8% | +8.5% |
| 6M | +9.1% | +40.1% | -31.0% | +5.4% |
| All | +9.1% | +39.3% | -30.2% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling