-23.7%
MARA vs NVS
+10.8%
-34.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +5.9% | -14.3% | +20.2% | +5.1% |
| 30D | +24.3% | -10.0% | +34.2% | +22.8% |
| 3M | -12.0% | -10.9% | -1.1% | -13.3% |
| 6M | +40.1% | -12.0% | +52.1% | +36.8% |
| YTD | +33.4% | +2.5% | +30.9% | +30.7% |
| 1Y | -23.7% | +10.7% | -34.4% | -23.5% |
| All | -23.7% | +10.8% | -34.6% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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