-68.0%
MARA vs IRM
+186.9%
-254.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -2.2% |
| 7D | -1.5% | -1.8% | +0.3% | +0.2% |
| 30D | +18.1% | -7.8% | +25.8% | +27.4% |
| 3M | -9.4% | -7.9% | -1.6% | -1.2% |
| 6M | +33.4% | +6.3% | +27.0% | +29.2% |
| YTD | +27.3% | +38.2% | -10.9% | -1.5% |
| 1Y | -27.9% | +19.8% | -47.8% | -36.9% |
| 3Y | +4.8% | +98.8% | -94.0% | -49.7% |
| 5Y | -68.0% | +191.8% | -259.8% | -88.5% |
| All | -68.0% | +186.9% | -254.9% | -88.5% |
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 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