-90.0%
MARA vs NI
+570.3%
-660.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +13.8% | +1.3% | +12.6% | +13.5% |
| 30D | +24.7% | -0.3% | +24.9% | +24.8% |
| 3M | -10.4% | -9.5% | -1.0% | -7.7% |
| 6M | +37.6% | -10.2% | +47.9% | +42.0% |
| YTD | +32.7% | +1.8% | +31.0% | +32.5% |
| 1Y | -25.2% | +5.7% | -30.8% | -26.0% |
| 3Y | +9.3% | +69.6% | -60.4% | -3.7% |
| 5Y | -69.3% | +95.8% | -165.1% | -73.7% |
| 10Y | -73.6% | +145.1% | -218.7% | -78.4% |
| All | -90.0% | +570.3% | -660.3% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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