+101.4%
MARA vs IR
+274.4%
-173.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +2.3% |
| 7D | +13.8% | -1.9% | +15.7% | +15.3% |
| 30D | +24.7% | -15.0% | +39.7% | +39.9% |
| 3M | -10.4% | -0.4% | -10.0% | -11.4% |
| 6M | +37.6% | -15.0% | +52.7% | +52.3% |
| YTD | +32.7% | -7.1% | +39.8% | +37.4% |
| 1Y | -25.2% | -7.5% | -17.6% | -22.6% |
| 3Y | +9.3% | +6.3% | +3.0% | +7.6% |
| 5Y | -69.3% | +37.3% | -106.7% | -72.9% |
| All | +101.4% | +274.4% | -173.0% | +204.5% |
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