-74.1%
MARA vs NOC
+192.5%
-266.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | +0.8% | +5.1% | +5.8% |
| 30D | +24.3% | -9.7% | +34.0% | +26.0% |
| 3M | -12.0% | -5.6% | -6.3% | -11.7% |
| 6M | +40.1% | -28.6% | +68.7% | +48.3% |
| YTD | +33.4% | -7.9% | +41.3% | +34.8% |
| 1Y | -23.7% | -9.5% | -14.2% | -22.6% |
| 3Y | +19.0% | +28.4% | -9.4% | +11.4% |
| 5Y | -66.5% | +59.0% | -125.4% | -70.5% |
| All | -74.1% | +192.5% | -266.6% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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