+19.0%
MARA vs NTR
+36.8%
-17.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | +5.9% | -1.3% | +7.2% | +6.6% |
| 30D | +24.3% | +16.8% | +7.5% | +15.2% |
| 3M | -12.0% | +20.7% | -32.7% | -20.6% |
| 6M | +40.1% | +0.5% | +39.6% | +37.9% |
| YTD | +33.4% | +29.2% | +4.2% | +11.5% |
| 1Y | -23.7% | +39.6% | -63.3% | -40.0% |
| 3Y | +19.0% | +37.9% | -18.9% | -4.9% |
| All | +19.0% | +36.8% | -17.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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