+384.8%
NVDA vs MARA
+8.3%
+376.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.7% |
| 7D | -4.3% | -1.5% | -2.8% | -4.1% |
| 30D | +0.5% | +18.1% | -17.6% | -2.2% |
| 3M | +9.1% | -9.4% | +18.5% | +9.3% |
| 6M | +18.5% | +33.4% | -14.9% | +11.8% |
| YTD | +17.4% | +27.3% | -9.9% | +10.2% |
| 1Y | +23.4% | -27.9% | +51.4% | +23.5% |
| All | +384.8% | +8.3% | +376.4% | +328.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling