-74.1%
MARA vs NVO
+143.1%
-217.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +5.9% |
| 7D | +5.9% | -7.6% | +13.5% | +10.0% |
| 30D | +24.3% | -6.0% | +30.2% | +28.0% |
| 3M | -12.0% | -0.8% | -11.2% | -13.1% |
| 6M | +40.1% | +16.5% | +23.7% | +26.5% |
| YTD | +33.4% | -11.1% | +44.5% | +37.1% |
| 1Y | -23.7% | -16.7% | -7.0% | -19.5% |
| 3Y | +19.0% | -52.9% | +71.9% | +58.3% |
| 5Y | -66.5% | -3.0% | -63.5% | -73.0% |
| All | -74.1% | +143.1% | -217.2% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 10y: compounded portfolio wealth divided by compounded NVO 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…
10y analysis · Full analysis span regression · 6 months rolling