-74.1%
MARA vs IFF
-20.3%
-53.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.1% |
| 7D | +5.9% | -3.2% | +9.1% | +8.0% |
| 30D | +24.3% | -0.3% | +24.6% | +24.3% |
| 3M | -12.0% | +8.4% | -20.4% | -18.3% |
| 6M | +40.1% | +23.0% | +17.1% | +18.0% |
| YTD | +33.4% | +25.5% | +7.9% | +9.8% |
| 1Y | -23.7% | +29.1% | -52.8% | -39.1% |
| 3Y | +19.0% | +31.7% | -12.7% | -11.9% |
| 5Y | -66.5% | -35.2% | -31.3% | -57.2% |
| All | -74.1% | -20.3% | -53.8% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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