+244.8%
NEE vs MARA
-74.3%
+319.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.2% |
| 7D | -1.3% | +5.9% | -7.3% | -1.4% |
| 30D | -3.3% | +24.3% | -27.6% | -3.7% |
| 3M | -2.3% | -12.0% | +9.7% | -2.2% |
| 6M | -8.9% | +40.1% | -49.0% | -9.6% |
| YTD | +4.8% | +33.4% | -28.6% | +3.8% |
| 1Y | +18.7% | -23.7% | +42.5% | +18.6% |
| 3Y | +33.2% | +19.0% | +14.3% | +30.3% |
| 5Y | +10.9% | -66.5% | +77.3% | +7.9% |
| All | +244.8% | -74.3% | +319.1% | +208.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling