+194.3%
NOK vs MARA
+13.6%
+180.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.8% | 0.0% | +4.3% |
| 7D | +11.0% | +5.9% | +5.0% | +10.3% |
| 30D | +7.8% | +24.3% | -16.4% | +5.0% |
| 3M | -21.0% | -12.0% | -9.0% | -20.4% |
| 6M | +40.9% | +40.1% | +0.8% | +37.0% |
| YTD | +72.0% | +33.4% | +38.6% | +66.8% |
| 1Y | +140.9% | -23.7% | +164.7% | +140.2% |
| 3Y | +194.3% | +19.0% | +175.3% | +161.5% |
| All | +194.3% | +13.6% | +180.7% | +161.5% |
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