-90.5%
MARA vs IAU
+161.7%
-252.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +6.0% | -0.5% | +6.5% | +6.4% |
| 30D | +0.6% | +4.4% | -3.8% | -1.0% |
| 3M | -18.5% | -1.1% | -17.5% | -17.6% |
| 6M | +21.7% | -13.7% | +35.5% | +30.5% |
| YTD | +25.9% | +2.7% | +23.2% | +25.5% |
| 1Y | -25.1% | +24.6% | -49.8% | -31.2% |
| 3Y | -5.7% | +126.8% | -132.6% | -35.5% |
| 5Y | -73.9% | +139.5% | -213.4% | -82.6% |
| 10Y | -75.6% | +226.3% | -301.9% | -83.5% |
| All | -90.5% | +161.7% | -252.3% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling