+1,972.6%
NOW vs MARA
-93.2%
+2,065.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.7% |
| 7D | -3.0% | -6.2% | +3.2% | -2.8% |
| 30D | -26.0% | -38.7% | +12.7% | -24.9% |
| 3M | -13.1% | -40.4% | +27.3% | -11.8% |
| 6M | +14.5% | -51.3% | +65.8% | +16.6% |
| YTD | -33.4% | -29.3% | -4.1% | -33.4% |
| 1Y | -40.6% | -60.2% | +19.6% | -39.5% |
| 3Y | -16.3% | -31.3% | +15.0% | -18.1% |
| 5Y | -26.3% | -90.1% | +63.7% | -27.0% |
| 10Y | +512.7% | -81.2% | +593.9% | +455.8% |
| All | +1,972.6% | -93.2% | +2,065.8% | +1,996.5% |
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 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