+34.4%
NVDA vs MARA
-28.1%
+62.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | +5.9% | +6.0% | -0.1% | +4.9% |
| 30D | +5.1% | +0.6% | +4.5% | +4.7% |
| 3M | +5.4% | -18.5% | +23.9% | +7.2% |
| 6M | +26.0% | +21.7% | +4.3% | +21.1% |
| YTD | +23.7% | +25.9% | -2.3% | +16.6% |
| 1Y | +34.4% | -25.1% | +59.5% | +30.2% |
| All | +34.4% | -28.1% | +62.5% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling