+91.0%
MARA vs IR
+288.5%
-197.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.4% |
| 7D | +6.0% | -2.8% | +8.8% | +8.3% |
| 30D | +0.6% | -15.1% | +15.8% | +13.2% |
| 3M | -18.5% | +6.1% | -24.6% | -23.1% |
| 6M | +21.7% | -16.8% | +38.6% | +37.4% |
| YTD | +25.9% | -3.5% | +29.5% | +27.0% |
| 1Y | -25.1% | -3.5% | -21.7% | -25.0% |
| 3Y | -5.7% | +9.5% | -15.2% | -9.1% |
| 5Y | -73.9% | +45.1% | -119.0% | -77.7% |
| All | +91.0% | +288.5% | -197.5% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling