-66.6%
MARA vs IAU
+142.1%
-208.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 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% | -11.7% |
| 6M | +37.6% | -14.6% | +52.2% | +52.3% |
| YTD | +32.7% | +1.9% | +30.9% | +32.1% |
| 1Y | -25.2% | +20.9% | -46.0% | -32.9% |
| 3Y | +9.3% | +127.5% | -118.2% | -46.6% |
| All | -66.6% | +142.1% | -208.8% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling