-88.7%
MARA vs IR
+46.1%
-134.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.2% | +11.7% | +12.0% |
| 7D | +2.5% | +1.5% | +1.0% | +1.0% |
| 30D | -23.9% | +9.0% | -33.0% | -31.6% |
| 3M | -23.2% | -0.9% | -22.4% | -23.4% |
| 6M | -43.3% | +13.4% | -56.7% | -53.5% |
| YTD | -18.3% | +8.5% | -26.7% | -31.4% |
| 1Y | -52.9% | +11.3% | -64.1% | -62.2% |
| 3Y | -23.6% | +26.0% | -49.6% | -52.4% |
| 5Y | -88.7% | +47.9% | -136.5% | -94.6% |
| All | -88.7% | +46.1% | -134.8% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling