-78.5%
MARA vs NVTS
-20.2%
-58.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.2% |
| 7D | -1.5% | +0.5% | -1.9% | -1.7% |
| 30D | +18.1% | -18.0% | +36.1% | +23.9% |
| 3M | -9.4% | -45.6% | +36.2% | +3.9% |
| 6M | +33.4% | +28.5% | +4.9% | +16.8% |
| YTD | +27.3% | +56.2% | -28.9% | +5.9% |
| 1Y | -27.9% | +97.7% | -125.6% | -44.4% |
| 3Y | +4.8% | +35.0% | -30.2% | -20.2% |
| All | -78.5% | -20.2% | -58.2% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling