-68.4%
MARA vs IRE
-97.2%
+28.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +39.6% | -31.6% | -2.2% |
| 7D | -6.2% | -27.2% | +21.0% | -1.6% |
| 30D | -38.7% | -75.1% | +36.4% | -17.9% |
| 3M | -40.4% | -77.9% | +37.5% | -20.2% |
| 6M | -51.3% | -94.6% | +43.3% | -19.9% |
| YTD | -29.3% | -91.5% | +62.3% | -7.7% |
| 1Y | -60.2% | -97.8% | +37.6% | -36.7% |
| All | -68.4% | -97.2% | +28.9% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling