-79.2%
MARA vs IWD
+205.2%
-284.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +3.4% |
| 7D | +11.5% | -0.6% | +12.1% | +13.6% |
| 30D | -18.9% | +3.6% | -22.5% | -24.4% |
| 3M | -20.9% | +2.7% | -23.5% | -25.2% |
| 6M | -42.8% | +13.2% | -56.0% | -55.7% |
| YTD | -14.7% | +26.8% | -41.5% | -46.2% |
| 1Y | -47.6% | +29.3% | -76.9% | -68.1% |
| 3Y | -20.3% | +85.1% | -105.4% | -73.2% |
| 5Y | -89.2% | +74.2% | -163.4% | -95.2% |
| 10Y | -79.2% | +204.6% | -283.8% | -94.6% |
| All | -79.2% | +205.2% | -284.4% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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