+90.1%
MARA vs NXT
+178.8%
-88.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | +0.6% | -15.3% | +16.0% | +5.9% |
| 3M | -18.5% | -43.8% | +25.3% | -2.6% |
| 6M | +21.7% | -18.7% | +40.4% | +26.0% |
| YTD | +25.9% | -3.0% | +28.9% | +21.6% |
| 1Y | -25.1% | +22.7% | -47.9% | -33.2% |
| 3Y | -5.7% | +95.9% | -101.7% | -32.7% |
| All | +90.1% | +178.8% | -88.7% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling