+92.1%
MARA vs NXT
+168.4%
-76.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | -1.5% | -2.6% | +1.1% | -0.6% |
| 30D | +18.1% | -22.4% | +40.5% | +28.0% |
| 3M | -9.4% | -27.3% | +17.9% | -0.1% |
| 6M | +33.4% | -28.5% | +61.8% | +44.0% |
| YTD | +27.3% | -6.6% | +33.9% | +24.4% |
| 1Y | -27.9% | +20.4% | -48.3% | -35.0% |
| 3Y | +4.8% | +90.9% | -86.2% | -24.5% |
| All | +92.1% | +168.4% | -76.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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