+18.1%
MARA vs IR
+332.9%
-314.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | +10.1% | +2.5% | +7.6% | +8.0% |
| 30D | -15.1% | +9.2% | -24.2% | -20.4% |
| 3M | -24.1% | +0.9% | -25.1% | -25.1% |
| 6M | -45.2% | +19.2% | -64.4% | -52.6% |
| YTD | -22.2% | +7.5% | -29.6% | -27.6% |
| 1Y | -45.3% | +11.7% | -57.0% | -50.9% |
| 3Y | -23.9% | +23.9% | -47.8% | -33.2% |
| 5Y | -90.8% | +46.4% | -137.2% | -92.5% |
| All | +18.1% | +332.9% | -314.8% | +60.3% |
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 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