-27.9%
MARA vs IR
-8.2%
-19.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -1.5% | -3.1% | +1.6% | +0.2% |
| 30D | +18.1% | -14.0% | +32.1% | +28.4% |
| 3M | -9.4% | +3.7% | -13.2% | -13.6% |
| 6M | +33.4% | -15.4% | +48.8% | +44.9% |
| YTD | +27.3% | -7.7% | +35.0% | +35.2% |
| 1Y | -27.9% | -8.8% | -19.1% | -22.2% |
| All | -27.9% | -8.2% | -19.8% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling