+60.2%
NKE vs MARA
-78.5%
+138.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.9% |
| 7D | -5.5% | -1.5% | -4.1% | -5.5% |
| 30D | -10.4% | +18.1% | -28.5% | -10.9% |
| 3M | -15.8% | -9.4% | -6.4% | -15.9% |
| 6M | -33.4% | +33.4% | -66.8% | -34.1% |
| YTD | -41.0% | +27.3% | -68.3% | -41.7% |
| 1Y | -49.1% | -27.9% | -21.1% | -49.1% |
| 3Y | -59.8% | +4.8% | -64.6% | -60.8% |
| 5Y | -75.5% | -68.0% | -7.4% | -76.2% |
| 10Y | -23.5% | -74.7% | +51.2% | -30.3% |
| All | +60.2% | -78.5% | +138.7% | +46.2% |
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