+1,258.4%
NET vs MARA
+214.4%
+1,044.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -14.4% | +6.1% | -5.8% |
| 7D | -21.2% | -18.0% | -3.2% | -18.5% |
| 30D | -31.1% | -46.4% | +15.3% | -23.6% |
| 3M | -16.5% | -47.7% | +31.1% | -8.2% |
| 6M | 0.0% | -51.6% | +51.7% | +10.0% |
| YTD | +24.0% | -34.5% | +58.5% | +27.1% |
| 1Y | +7.0% | -65.7% | +72.7% | +21.8% |
| 3Y | +279.6% | -37.5% | +317.1% | +240.6% |
| 5Y | +24.0% | -90.8% | +114.7% | +23.5% |
| All | +1,258.4% | +214.4% | +1,044.0% | +855.0% |
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 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