+19.0%
MARA vs NVS
+54.2%
-35.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +5.9% | -14.3% | +20.2% | +7.1% |
| 30D | +24.3% | -10.0% | +34.2% | +24.5% |
| 3M | -12.0% | -10.9% | -1.1% | -11.9% |
| 6M | +40.1% | -12.0% | +52.1% | +40.1% |
| YTD | +33.4% | +2.5% | +30.9% | +30.1% |
| 1Y | -23.7% | +10.7% | -34.4% | -26.6% |
| 3Y | +19.0% | +53.3% | -34.3% | +6.3% |
| All | +19.0% | +54.2% | -35.3% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling