+18.4%
MARA vs IRM
+102.2%
-83.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.4% |
| 7D | +13.8% | +3.0% | +10.8% | +10.9% |
| 30D | +24.7% | -5.2% | +29.9% | +30.8% |
| 3M | -10.4% | -8.0% | -2.4% | -2.5% |
| 6M | +37.6% | +9.2% | +28.5% | +31.1% |
| YTD | +32.7% | +41.0% | -8.3% | +4.6% |
| 1Y | -25.2% | +23.3% | -48.4% | -34.8% |
| All | +18.4% | +102.2% | -83.9% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling