-40.6%
MARA vs IRE
-84.0%
+43.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +2.4% |
| 7D | +13.8% | +29.0% | -15.2% | +6.5% |
| 30D | +24.7% | +24.2% | +0.5% | +15.8% |
| 3M | -10.4% | -53.2% | +42.7% | -3.8% |
| 6M | +37.6% | -36.0% | +73.7% | +23.1% |
| YTD | +32.7% | -51.0% | +83.7% | +18.5% |
| All | -40.6% | -84.0% | +43.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling