+240.7%
MARA vs NIO
-36.7%
+277.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | +6.0% | -13.0% | +19.0% | +11.1% |
| 30D | +0.6% | -18.3% | +18.9% | +7.6% |
| 3M | -18.5% | -33.2% | +14.7% | -6.5% |
| 6M | +21.7% | -21.5% | +43.2% | +30.5% |
| YTD | +25.9% | -25.5% | +51.4% | +36.5% |
| 1Y | -25.1% | -38.0% | +12.9% | -14.6% |
| 3Y | -5.7% | -65.5% | +59.7% | +16.0% |
| 5Y | -73.9% | -90.6% | +16.6% | -53.2% |
| All | +240.7% | -36.7% | +277.3% | +385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling