-75.3%
MARA vs IAU
+218.5%
-293.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -2.8% |
| 7D | -1.5% | -3.4% | +1.9% | +1.1% |
| 30D | +18.1% | -1.1% | +19.2% | +20.0% |
| 3M | -9.4% | +5.8% | -15.3% | -12.4% |
| 6M | +33.4% | -16.9% | +50.3% | +52.7% |
| YTD | +27.3% | +0.1% | +27.2% | +27.3% |
| 1Y | -27.9% | +18.4% | -46.3% | -36.3% |
| 3Y | +4.8% | +123.6% | -118.8% | -48.5% |
| 5Y | -68.0% | +138.7% | -206.8% | -85.3% |
| All | -75.3% | +218.5% | -293.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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