-8.5%
MARA vs NIO
-62.6%
+54.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | +6.0% | -13.0% | +19.0% | +10.3% |
| 30D | +0.6% | -18.3% | +18.9% | +6.5% |
| 3M | -18.5% | -33.2% | +14.7% | -8.5% |
| 6M | +21.7% | -21.5% | +43.2% | +29.7% |
| YTD | +25.9% | -25.5% | +51.4% | +35.5% |
| 1Y | -25.1% | -38.0% | +12.9% | -15.9% |
| All | -8.5% | -62.6% | +54.1% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling