+8.4%
MARA vs IR
+8.4%
+0.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +6.2% |
| 7D | +15.6% | +0.6% | +15.0% | +14.8% |
| 30D | +17.2% | -13.6% | +30.9% | +34.4% |
| 3M | -14.2% | +3.7% | -17.8% | -19.6% |
| 6M | +47.7% | -13.1% | +60.7% | +64.7% |
| YTD | +31.7% | -5.1% | +36.9% | +32.6% |
| 1Y | -22.2% | -6.5% | -15.7% | -21.3% |
| 3Y | +8.4% | +8.5% | -0.1% | +1.3% |
| All | +8.4% | +8.4% | +0.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling