+19.0%
MARA vs NOC
+28.9%
-9.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | +0.8% | +5.1% | +5.9% |
| 30D | +24.3% | -9.7% | +34.0% | +24.5% |
| 3M | -12.0% | -5.6% | -6.3% | -12.1% |
| 6M | +40.1% | -28.6% | +68.7% | +45.6% |
| YTD | +33.4% | -7.9% | +41.3% | +35.6% |
| 1Y | -23.7% | -9.5% | -14.2% | -22.3% |
| 3Y | +19.0% | +28.4% | -9.4% | +15.2% |
| All | +19.0% | +28.9% | -9.9% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling