+55.4%
MARA vs NVDX
+772.1%
-716.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +5.9% | -10.2% | +16.1% | +9.1% |
| 30D | +24.3% | -7.3% | +31.6% | +26.8% |
| 3M | -12.0% | +5.5% | -17.5% | -14.2% |
| 6M | +40.1% | +18.3% | +21.8% | +30.8% |
| YTD | +33.4% | +11.4% | +22.0% | +26.2% |
| 1Y | -23.7% | +12.7% | -36.4% | -29.1% |
| All | +55.4% | +772.1% | -716.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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