+21.6%
MARA vs IR
+334.1%
-312.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.2% |
| 7D | +22.4% | +4.2% | +18.2% | +18.7% |
| 30D | -21.0% | +8.1% | -29.0% | -25.3% |
| 3M | -25.3% | +0.7% | -26.0% | -26.1% |
| 6M | -43.4% | +16.6% | -60.0% | -50.3% |
| YTD | -19.8% | +7.8% | -27.6% | -25.6% |
| 1Y | -50.0% | +9.9% | -59.9% | -54.5% |
| 3Y | -25.1% | +25.2% | -50.3% | -34.8% |
| 5Y | -90.5% | +46.8% | -137.3% | -92.3% |
| All | +21.6% | +334.1% | -312.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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