+379.6%
NOK vs MARA
-77.5%
+457.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +1.0% |
| 7D | +9.3% | +13.8% | -4.5% | +8.8% |
| 30D | +17.9% | +24.7% | -6.8% | +16.8% |
| 3M | -22.3% | -10.4% | -11.9% | -22.1% |
| 6M | +36.4% | +37.6% | -1.3% | +34.8% |
| YTD | +66.3% | +32.7% | +33.6% | +64.2% |
| 1Y | +134.4% | -25.2% | +159.6% | +134.9% |
| 3Y | +186.6% | +9.3% | +177.3% | +176.9% |
| 5Y | +102.7% | -69.3% | +172.0% | +95.7% |
| 10Y | +129.8% | -73.6% | +203.4% | +94.0% |
| All | +379.6% | -77.5% | +457.1% | +273.0% |
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