-23.7%
MARA vs NVDL
+15.4%
-39.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +5.9% | -10.3% | +16.2% | +10.2% |
| 30D | +24.3% | -7.1% | +31.4% | +27.4% |
| 3M | -12.0% | +6.6% | -18.6% | -15.4% |
| 6M | +40.1% | +21.1% | +19.1% | +25.0% |
| YTD | +33.4% | +15.2% | +18.2% | +17.5% |
| 1Y | -23.7% | +18.8% | -42.5% | -31.6% |
| All | -23.7% | +15.4% | -39.1% | -31.6% |
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