-91.3%
MARA vs NIO
-92.2%
+0.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.3% |
| 7D | +3.3% | +6.9% | -3.6% | +0.3% |
| 30D | -31.2% | -4.7% | -26.4% | -29.3% |
| 3M | -34.2% | -28.1% | -6.1% | -23.2% |
| 6M | -48.7% | -41.7% | -7.0% | -34.5% |
| YTD | -26.1% | -33.1% | +7.1% | -13.4% |
| 1Y | -58.2% | -50.3% | -7.9% | -43.7% |
| 3Y | -28.1% | -54.4% | +26.3% | -17.7% |
| 5Y | -91.3% | -91.6% | +0.3% | -67.4% |
| All | -91.3% | -92.2% | +0.9% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling