+18.4%
MARA vs IAU
+126.4%
-108.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | +13.8% | +0.2% | +13.7% | +13.8% |
| 30D | +24.7% | +0.2% | +24.5% | +25.4% |
| 3M | -10.4% | +3.3% | -13.7% | -11.4% |
| 6M | +37.6% | -14.6% | +52.2% | +47.7% |
| YTD | +32.7% | +1.9% | +30.9% | +35.6% |
| 1Y | -25.2% | +20.9% | -46.0% | -26.0% |
| All | +18.4% | +126.4% | -108.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling