+1,449.6%
NET vs MARA
+504.8%
+944.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.5% |
| 7D | -7.0% | +6.0% | -13.0% | -7.9% |
| 30D | -4.8% | +0.6% | -5.4% | -5.7% |
| 3M | +3.8% | -18.5% | +22.3% | +5.4% |
| 6M | +50.0% | +21.7% | +28.3% | +40.9% |
| YTD | +41.5% | +25.9% | +15.5% | +30.5% |
| 1Y | +32.8% | -25.1% | +58.0% | +32.4% |
| 3Y | +335.9% | -5.7% | +341.6% | +264.0% |
| 5Y | +113.8% | -73.9% | +187.8% | +85.1% |
| All | +1,449.6% | +504.8% | +944.7% | +881.1% |
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