-87.4%
MARA vs IRM
+187.5%
-274.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.2% |
| 7D | +10.1% | +6.8% | +3.3% | +3.0% |
| 30D | -15.1% | +2.6% | -17.7% | -16.8% |
| 3M | -24.1% | -9.5% | -14.6% | -15.6% |
| 6M | -45.2% | -8.5% | -36.7% | -39.0% |
| YTD | -22.2% | +40.3% | -62.4% | -41.0% |
| 1Y | -45.3% | +28.7% | -74.0% | -55.2% |
| 3Y | -23.9% | +111.8% | -135.7% | -67.7% |
| All | -87.4% | +187.5% | -274.9% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling