+685.8%
NEE vs MARA
-77.7%
+763.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.4% |
| 7D | +1.1% | +15.6% | -14.6% | +0.9% |
| 30D | -0.2% | +17.2% | -17.5% | -0.4% |
| 3M | +0.5% | -14.2% | +14.7% | +0.6% |
| 6M | -6.5% | +47.7% | -54.2% | -7.0% |
| YTD | +6.7% | +31.7% | -25.0% | +6.2% |
| 1Y | +23.6% | -22.2% | +45.8% | +23.5% |
| 3Y | +37.1% | +8.4% | +28.7% | +35.6% |
| 5Y | +10.9% | -68.3% | +79.2% | +9.4% |
| 10Y | +245.4% | -74.9% | +320.2% | +232.8% |
| All | +685.8% | -77.7% | +763.5% | +664.3% |
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