-25.1%
MARA vs NVDL
+42.2%
-67.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.1% |
| 7D | +6.0% | +11.7% | -5.7% | +1.8% |
| 30D | +0.6% | +7.8% | -7.2% | -2.4% |
| 3M | -18.5% | +3.3% | -21.8% | -20.7% |
| 6M | +21.7% | +38.9% | -17.1% | +3.6% |
| YTD | +25.9% | +28.5% | -2.5% | +7.1% |
| 1Y | -25.1% | +40.6% | -65.7% | -36.9% |
| All | -25.1% | +42.2% | -67.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling