-90.4%
MARA vs NRG
+832.7%
-923.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.6% |
| 30D | +18.1% | -6.8% | +24.9% | +20.9% |
| 3M | -9.4% | -7.1% | -2.3% | -7.1% |
| 6M | +33.4% | -27.6% | +60.9% | +50.2% |
| YTD | +27.3% | -29.2% | +56.5% | +44.9% |
| 1Y | -27.9% | -29.9% | +2.0% | -17.4% |
| 3Y | +4.8% | +198.7% | -193.9% | -32.9% |
| 5Y | -68.0% | +192.9% | -260.9% | -79.4% |
| 10Y | -74.7% | +1,084.1% | -1,158.8% | -88.6% |
| All | -90.4% | +832.7% | -923.1% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling