-74.1%
MARA vs NRG
+1,083.9%
-1,158.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.1% |
| 7D | +5.9% | -4.7% | +10.6% | +8.3% |
| 30D | +24.3% | -6.0% | +30.2% | +27.2% |
| 3M | -12.0% | -8.0% | -4.0% | -9.1% |
| 6M | +40.1% | -23.2% | +63.3% | +56.3% |
| YTD | +33.4% | -28.1% | +61.5% | +53.5% |
| 1Y | -23.7% | -27.3% | +3.5% | -12.3% |
| 3Y | +19.0% | +208.7% | -189.7% | -32.4% |
| 5Y | -66.5% | +197.7% | -264.1% | -80.7% |
| All | -74.1% | +1,083.9% | -1,158.0% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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