+1,101.8%
NBIS vs MARA
-36.3%
+1,138.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +17.8% | +13.8% | +3.9% | +10.0% |
| 30D | +30.5% | +24.7% | +5.9% | +14.0% |
| 3M | +9.2% | -10.4% | +19.6% | +14.2% |
| 6M | +153.2% | +37.6% | +115.5% | +110.5% |
| YTD | +187.1% | +32.7% | +154.4% | +139.6% |
| 1Y | +151.1% | -25.2% | +176.3% | +163.3% |
| All | +1,101.8% | -36.3% | +1,138.0% | +1,167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling