-68.3%
MARA vs NIO
-90.3%
+22.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +15.6% | -6.7% | +22.3% | +19.3% |
| 30D | +17.2% | -20.0% | +37.3% | +30.0% |
| 3M | -14.2% | -30.5% | +16.3% | +1.5% |
| 6M | +47.7% | -20.7% | +68.4% | +60.9% |
| YTD | +31.7% | -25.7% | +57.4% | +46.6% |
| 1Y | -22.2% | -38.6% | +16.4% | -6.9% |
| 3Y | +8.4% | -62.3% | +70.7% | +38.0% |
| 5Y | -68.3% | -90.1% | +21.8% | +12.5% |
| All | -68.3% | -90.3% | +22.0% | +12.5% |
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