-74.1%
MARA vs NLY
+81.8%
-155.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.2% |
| 7D | +5.9% | -4.0% | +9.9% | +9.3% |
| 30D | +24.3% | -5.2% | +29.5% | +29.4% |
| 3M | -12.0% | +2.8% | -14.8% | -14.2% |
| 6M | +40.1% | +4.2% | +35.9% | +35.2% |
| YTD | +33.4% | +4.7% | +28.7% | +28.7% |
| 1Y | -23.7% | +12.7% | -36.5% | -31.1% |
| 3Y | +19.0% | +62.5% | -43.6% | -17.2% |
| 5Y | -66.5% | +26.3% | -92.8% | -71.4% |
| All | -74.1% | +81.8% | -155.9% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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