-82.2%
MARA vs IAU
+210.9%
-293.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | -4.6% | +14.7% | +13.8% |
| 30D | -15.1% | -5.4% | -9.6% | -11.7% |
| 3M | -24.1% | -10.9% | -13.2% | -16.6% |
| 6M | -45.2% | -17.4% | -27.8% | -36.4% |
| YTD | -22.2% | -10.2% | -11.9% | -15.5% |
| 1Y | -45.3% | -7.1% | -38.3% | -42.2% |
| 3Y | -23.9% | +97.7% | -121.6% | -59.1% |
| 5Y | -90.8% | +105.3% | -196.1% | -95.3% |
| All | -82.2% | +210.9% | -293.1% | -91.0% |
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