+322.4%
NET vs MARA
-28.8%
+351.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.9% |
| 7D | -16.4% | -6.5% | -9.8% | -15.4% |
| 30D | -25.8% | -38.5% | +12.7% | -20.0% |
| 3M | -11.5% | -41.5% | +30.0% | -4.8% |
| 6M | +18.9% | -41.9% | +60.8% | +26.6% |
| YTD | +35.2% | -23.5% | +58.7% | +34.5% |
| 1Y | +14.5% | -58.7% | +73.1% | +25.4% |
| All | +322.4% | -28.8% | +351.2% | +341.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling