+302.3%
NEM vs MARA
-74.3%
+376.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.4% |
| 7D | -1.0% | +5.9% | -6.9% | -1.2% |
| 30D | +7.8% | +24.3% | -16.4% | +7.2% |
| 3M | +30.2% | -12.0% | +42.2% | +30.4% |
| 6M | +9.6% | +40.1% | -30.5% | +8.4% |
| YTD | +27.8% | +33.4% | -5.6% | +26.4% |
| 1Y | +60.7% | -23.7% | +84.4% | +60.6% |
| 3Y | +245.3% | +19.0% | +226.3% | +235.5% |
| 5Y | +155.3% | -66.5% | +221.8% | +146.7% |
| All | +302.3% | -74.3% | +376.6% | +288.9% |
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