+45.2%
NU vs MARA
-73.9%
+119.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.3% |
| 7D | -2.6% | +13.8% | -16.4% | -5.0% |
| 30D | +8.2% | +24.7% | -16.5% | +3.1% |
| 3M | +26.3% | -10.4% | +36.7% | +26.8% |
| 6M | +2.2% | +37.6% | -35.4% | -6.3% |
| YTD | -10.4% | +32.7% | -43.1% | -18.7% |
| 1Y | -3.0% | -25.2% | +22.2% | -3.6% |
| 3Y | +120.3% | +9.3% | +111.0% | +65.6% |
| All | +45.2% | -73.9% | +119.1% | +63.5% |
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