-73.6%
MARA vs IWD
+195.0%
-268.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.9% |
| 7D | +13.8% | -1.2% | +15.0% | +16.7% |
| 30D | +24.7% | -1.6% | +26.3% | +28.5% |
| 3M | -10.4% | +7.0% | -17.5% | -22.6% |
| 6M | +37.6% | +17.0% | +20.7% | +0.5% |
| YTD | +32.7% | +21.6% | +11.1% | -8.8% |
| 1Y | -25.2% | +28.0% | -53.2% | -53.0% |
| 3Y | +9.3% | +70.6% | -61.3% | -56.5% |
| 5Y | -69.3% | +73.3% | -142.7% | -85.9% |
| 10Y | -73.6% | +200.5% | -274.1% | -92.6% |
| All | -73.6% | +195.0% | -268.6% | -92.6% |
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