+60.7%
NEM vs MARA
-24.5%
+85.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | -0.4% |
| 7D | -1.0% | +5.9% | -6.9% | -2.1% |
| 30D | +7.8% | +24.3% | -16.4% | +3.2% |
| 3M | +30.2% | -12.0% | +42.2% | +31.3% |
| 6M | +9.6% | +40.1% | -30.5% | +2.3% |
| YTD | +27.8% | +33.4% | -5.6% | +17.8% |
| 1Y | +60.7% | -23.7% | +84.4% | +55.0% |
| All | +60.7% | -24.5% | +85.2% | +55.0% |
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