+255.6%
XOM vs MARA
-67.4%
+323.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.7% |
| 7D | +1.9% | -1.5% | +3.3% | +1.9% |
| 30D | +4.1% | +18.1% | -14.0% | +3.4% |
| 3M | +10.4% | -9.4% | +19.8% | +10.4% |
| 6M | +13.0% | +33.4% | -20.3% | +11.1% |
| YTD | +40.1% | +27.3% | +12.8% | +37.5% |
| 1Y | +51.1% | -27.9% | +79.1% | +50.8% |
| 3Y | +57.7% | +4.8% | +53.0% | +49.1% |
| All | +255.6% | -67.4% | +323.0% | +216.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling