-90.1%
MARA vs IYR
+151.8%
-241.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +15.6% | -0.4% | +16.0% | +16.3% |
| 30D | +17.2% | -2.5% | +19.8% | +20.8% |
| 3M | -14.2% | +1.5% | -15.6% | -16.6% |
| 6M | +47.7% | +3.9% | +43.8% | +40.1% |
| YTD | +31.7% | +9.5% | +22.2% | +18.1% |
| 1Y | -22.2% | +7.5% | -29.6% | -28.7% |
| 3Y | +8.4% | +30.8% | -22.4% | -18.0% |
| 5Y | -68.3% | +4.8% | -73.1% | -67.4% |
| 10Y | -74.9% | +64.3% | -139.2% | -81.4% |
| All | -90.1% | +151.8% | -241.9% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 all: compounded portfolio wealth divided by compounded IYR 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…
all analysis · Full analysis span regression · 6 months rolling