-75.3%
MARA vs NDAQ
+370.8%
-446.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.0% |
| 7D | -1.5% | -6.8% | +5.3% | +5.0% |
| 30D | +18.1% | -3.2% | +21.2% | +21.6% |
| 3M | -9.4% | +6.5% | -15.9% | -16.1% |
| 6M | +33.4% | +5.7% | +27.6% | +23.7% |
| YTD | +27.3% | -4.6% | +31.9% | +29.6% |
| 1Y | -27.9% | -1.6% | -26.4% | -29.2% |
| 3Y | +4.8% | +86.4% | -81.7% | -43.2% |
| 5Y | -68.0% | +50.3% | -118.3% | -78.0% |
| All | -75.3% | +370.8% | -446.1% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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