+242.1%
XOM vs MARA
-77.5%
+319.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.2% |
| 7D | 0.0% | +13.8% | -13.8% | -0.2% |
| 30D | +3.4% | +24.7% | -21.2% | +3.0% |
| 3M | +11.0% | -10.4% | +21.4% | +11.0% |
| 6M | +10.6% | +37.6% | -27.0% | +9.7% |
| YTD | +39.2% | +32.7% | +6.5% | +37.9% |
| 1Y | +52.7% | -25.2% | +77.9% | +52.5% |
| 3Y | +56.8% | +9.3% | +47.5% | +53.3% |
| 5Y | +261.8% | -69.3% | +331.1% | +252.6% |
| 10Y | +191.3% | -73.6% | +264.9% | +164.2% |
| All | +242.1% | -77.5% | +319.6% | +206.4% |
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 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