+72.7%
NEM vs MARA
-28.1%
+100.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.3% |
| 7D | +0.3% | +6.0% | -5.7% | -0.9% |
| 30D | +23.1% | +0.6% | +22.5% | +22.2% |
| 3M | +18.5% | -18.5% | +37.0% | +21.1% |
| 6M | +7.8% | +21.7% | -14.0% | +3.2% |
| YTD | +29.1% | +25.9% | +3.2% | +20.4% |
| 1Y | +72.7% | -25.1% | +97.8% | +71.8% |
| All | +72.7% | -28.1% | +100.8% | +71.8% |
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 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