-52.9%
MARA vs IRE
-98.1%
+45.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -15.8% | +26.4% | +14.7% |
| 7D | +2.5% | -41.9% | +44.4% | +13.8% |
| 30D | -23.9% | -75.1% | +51.1% | +2.4% |
| 3M | -23.2% | -82.4% | +59.2% | +10.2% |
| 6M | -43.3% | -95.5% | +52.3% | 0.0% |
| YTD | -18.3% | -93.1% | +74.8% | +9.7% |
| 1Y | -52.9% | -97.8% | +44.9% | -19.8% |
| All | -52.9% | -98.1% | +45.3% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling