+121.1%
MARA vs NIO
-45.3%
+166.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.8% | +14.4% | +11.9% |
| 7D | +2.5% | +2.8% | -0.3% | +1.5% |
| 30D | -23.9% | -8.4% | -15.6% | -21.5% |
| 3M | -23.2% | -32.0% | +8.7% | -12.4% |
| 6M | -43.3% | -43.9% | +0.7% | -31.2% |
| YTD | -18.3% | -35.7% | +17.4% | -6.7% |
| 1Y | -52.9% | -51.1% | -1.8% | -41.0% |
| 3Y | -23.6% | -54.7% | +31.1% | -13.6% |
| 5Y | -88.7% | -91.7% | +3.0% | -78.7% |
| All | +121.1% | -45.3% | +166.4% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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