-23.9%
MARA vs IRM
+112.1%
-135.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.2% |
| 7D | +10.1% | +6.8% | +3.3% | +3.4% |
| 30D | -15.1% | +2.6% | -17.7% | -16.5% |
| 3M | -24.1% | -9.5% | -14.6% | -16.2% |
| 6M | -45.2% | -8.5% | -36.7% | -39.4% |
| YTD | -22.2% | +40.3% | -62.4% | -37.6% |
| 1Y | -45.3% | +28.7% | -74.0% | -53.3% |
| 3Y | -23.9% | +111.8% | -135.7% | -64.9% |
| All | -23.9% | +112.1% | -135.9% | -64.9% |
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