+514.0%
NOW vs MARA
-81.0%
+595.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.7% |
| 7D | +0.3% | +10.1% | -9.8% | -0.3% |
| 30D | -27.0% | -15.1% | -11.9% | -26.4% |
| 3M | -19.6% | -24.1% | +4.5% | -18.8% |
| 6M | +17.5% | -45.2% | +62.6% | +20.2% |
| YTD | -33.3% | -22.2% | -11.1% | -33.6% |
| 1Y | -39.8% | -45.3% | +5.5% | -39.0% |
| 3Y | -19.9% | -23.9% | +3.9% | -23.6% |
| 5Y | -26.1% | -90.8% | +64.7% | -27.4% |
| All | +514.0% | -81.0% | +595.0% | +431.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling