+14,546.7%
NVDA vs MARA
-74.3%
+14,621.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.4% |
| 7D | -5.1% | +5.9% | -11.1% | -5.6% |
| 30D | -2.5% | +24.3% | -26.8% | -4.5% |
| 3M | +6.7% | -12.0% | +18.6% | +7.1% |
| 6M | +17.6% | +40.1% | -22.5% | +13.1% |
| YTD | +17.3% | +33.4% | -16.1% | +12.6% |
| 1Y | +23.5% | -23.7% | +47.2% | +23.2% |
| 3Y | +384.6% | +19.0% | +365.7% | +341.6% |
| 5Y | +875.4% | -66.5% | +941.9% | +800.8% |
| All | +14,546.7% | -74.3% | +14,621.0% | +11,975.9% |
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