-23.9%
MARA vs IAU
+99.0%
-122.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | -4.6% | +14.7% | +13.0% |
| 30D | -15.1% | -5.4% | -9.6% | -12.4% |
| 3M | -24.1% | -10.9% | -13.2% | -18.0% |
| 6M | -45.2% | -17.4% | -27.8% | -38.8% |
| YTD | -22.2% | -10.2% | -11.9% | -14.2% |
| 1Y | -45.3% | -7.1% | -38.3% | -40.5% |
| 3Y | -23.9% | +97.7% | -121.6% | -46.3% |
| All | -23.9% | +99.0% | -122.9% | -46.3% |
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