-90.4%
MARA vs NVS
+365.0%
-455.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.5% | -15.7% | +14.2% | +8.0% |
| 30D | +18.1% | -11.1% | +29.2% | +24.3% |
| 3M | -9.4% | -7.2% | -2.2% | -8.4% |
| 6M | +33.4% | -12.3% | +45.7% | +39.9% |
| YTD | +27.3% | +2.8% | +24.5% | +19.5% |
| 1Y | -27.9% | +11.9% | -39.9% | -36.8% |
| 3Y | +4.8% | +55.1% | -50.3% | -30.8% |
| 5Y | -68.0% | +94.1% | -162.1% | -82.7% |
| 10Y | -74.7% | +181.2% | -255.9% | -89.6% |
| All | -90.4% | +365.0% | -455.5% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling