While OP has already shown their answer, there are two other methods that can be used, both of which involve simply bypassing the existing regulator. Essentially, the highest current draw from a sleeping arduino is the inefficient LDO they use.
The first is by using a regulator with an active low enable pin. This uses the same open drain interrupt pin setup, but without the Mosfet. When the interrupt triggers, the regulator's enable pin is pulled low, and it allows the ATMega to start up.
The second is by simply using an efficient low quiescent current regulator in the first place. Most Arduinos use a 1A or higher ""LDO"" Linear Regulator, which wastes energy (Vin - Vout / Current), have high minimal current for regulation, and have high quiescent current. By know how much peak current your arduino will use, and then choosing a switching regulator to meet 130% of that, you will have longer battery life from both regulator efficiency and low quiescent current usage.
As it stands, OP went with a MAX8881, a 200mA LDO. Using the regulator efficiency formula
Efficiency = (Vout * Iout) / (Vin * (Iin + Iq)) * 100
(5v * 0.2A) / (9v * (0.2A + 0.0000035A)) * 100 = 55.55% Efficiency
A LDO with a 4v input difference will be fairly inefficient. A typical 9v Alkaline battery is 500 mAH. So you will get roughly half of that wasted in heat. A switching regulator could raise that to 80~95%, a 40% increase.