+28.0%
NBIS vs MARA
-60.7%
+88.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -4.1% |
| 7D | -22.4% | -6.5% | -15.9% | -18.7% |
| 30D | -39.1% | -38.5% | -0.7% | -17.4% |
| 3M | -37.3% | -41.5% | +4.2% | -14.8% |
| 6M | -19.8% | -41.9% | +22.1% | +9.7% |
| YTD | +69.1% | -23.5% | +92.6% | +82.7% |
| 1Y | +28.0% | -58.7% | +86.7% | +110.4% |
| All | +28.0% | -60.7% | +88.7% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 1y: compounded portfolio wealth divided by compounded MARA 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…
1y analysis · Full analysis span regression · 6 months rolling