-90.1%
MARA vs NOC
+981.8%
-1,071.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +15.6% | -2.7% | +18.3% | +16.5% |
| 30D | +17.2% | -8.9% | +26.1% | +19.7% |
| 3M | -14.2% | -3.7% | -10.5% | -14.1% |
| 6M | +47.7% | -30.8% | +78.5% | +62.6% |
| YTD | +31.7% | -7.9% | +39.7% | +33.6% |
| 1Y | -22.2% | -9.4% | -12.7% | -20.7% |
| 3Y | +8.4% | +29.0% | -20.5% | -3.4% |
| 5Y | -68.3% | +56.1% | -124.3% | -74.4% |
| 10Y | -74.9% | +186.3% | -261.1% | -87.3% |
| All | -90.1% | +981.8% | -1,071.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling