+54.4%
MARA vs NVT
+712.1%
-657.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +2.9% |
| 7D | +13.8% | +7.0% | +6.9% | +7.5% |
| 30D | +24.7% | -2.3% | +27.0% | +26.6% |
| 3M | -10.4% | -3.1% | -7.4% | -9.1% |
| 6M | +37.6% | +47.0% | -9.4% | -4.7% |
| YTD | +32.7% | +56.2% | -23.5% | -12.6% |
| 1Y | -25.2% | +74.5% | -99.7% | -55.3% |
| 3Y | +9.3% | +184.0% | -174.8% | -59.6% |
| 5Y | -69.3% | +410.8% | -480.1% | -93.1% |
| All | +54.4% | +712.1% | -657.7% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling