-90.0%
MARA vs NVMI
+4,345.3%
-4,435.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.4% |
| 7D | +13.8% | +6.9% | +6.9% | +8.0% |
| 30D | +24.7% | -2.8% | +27.5% | +27.3% |
| 3M | -10.4% | -27.3% | +16.9% | +11.7% |
| 6M | +37.6% | -13.7% | +51.3% | +46.5% |
| YTD | +32.7% | +13.8% | +18.9% | +13.7% |
| 1Y | -25.2% | +34.9% | -60.0% | -43.8% |
| 3Y | +9.3% | +213.5% | -204.3% | -64.4% |
| 5Y | -69.3% | +272.5% | -341.8% | -90.5% |
| 10Y | -73.6% | +3,142.4% | -3,216.0% | -96.8% |
| All | -90.0% | +4,345.3% | -4,435.3% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 all: compounded portfolio wealth divided by compounded NVMI 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…
all analysis · Full analysis span regression · 6 months rolling