-74.1%
MARA vs IRM
+440.8%
-514.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.4% |
| 7D | +5.9% | -1.4% | +7.4% | +7.1% |
| 30D | +24.3% | -7.4% | +31.7% | +31.4% |
| 3M | -12.0% | -7.4% | -4.6% | -6.3% |
| 6M | +40.1% | +8.7% | +31.5% | +35.4% |
| YTD | +33.4% | +40.9% | -7.5% | +9.3% |
| 1Y | -23.7% | +20.5% | -44.3% | -30.7% |
| 3Y | +19.0% | +101.7% | -82.7% | -24.5% |
| 5Y | -66.5% | +197.7% | -264.1% | -82.6% |
| All | -74.1% | +440.8% | -514.9% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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