-58.7%
MARA vs NVDL
-23.5%
-35.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.0% | -1.4% |
| 7D | -6.5% | -14.0% | +7.5% | 0.0% |
| 30D | -38.5% | -31.2% | -7.3% | -27.7% |
| 3M | -41.5% | -15.5% | -26.0% | -37.4% |
| 6M | -41.9% | -10.3% | -31.7% | -40.1% |
| YTD | -23.5% | -5.8% | -17.7% | -29.0% |
| 1Y | -58.7% | -20.1% | -38.6% | -60.6% |
| All | -58.7% | -23.5% | -35.2% | -60.6% |
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