+55.2%
MARA vs NVT
+731.8%
-676.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +0.9% |
| 7D | +5.9% | +4.1% | +1.9% | +2.4% |
| 30D | +24.3% | -5.1% | +29.4% | +29.5% |
| 3M | -12.0% | -1.2% | -10.8% | -12.2% |
| 6M | +40.1% | +46.6% | -6.5% | -2.6% |
| YTD | +33.4% | +60.0% | -26.6% | -13.8% |
| 1Y | -23.7% | +70.8% | -94.5% | -53.4% |
| 3Y | +19.0% | +187.5% | -168.6% | -56.4% |
| 5Y | -66.5% | +426.1% | -492.6% | -92.6% |
| All | +55.2% | +731.8% | -676.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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