-66.3%
MARA vs NRG
+194.8%
-261.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.0% |
| 7D | +5.9% | -4.7% | +10.6% | +8.6% |
| 30D | +24.3% | -6.0% | +30.2% | +27.6% |
| 3M | -12.0% | -8.0% | -4.0% | -8.8% |
| 6M | +40.1% | -23.2% | +63.3% | +58.5% |
| YTD | +33.4% | -28.1% | +61.5% | +56.1% |
| 1Y | -23.7% | -27.3% | +3.5% | -10.8% |
| 3Y | +19.0% | +208.7% | -189.7% | -46.3% |
| All | -66.3% | +194.8% | -261.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling