-22.2%
MARA vs VCIT
+0.1%
-22.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +5.0% |
| 7D | +15.6% | +0.1% | +15.6% | +15.3% |
| 30D | +17.2% | -0.8% | +18.0% | +21.1% |
| 3M | -14.2% | -0.5% | -13.6% | -11.9% |
| 6M | +47.7% | -1.4% | +49.1% | +55.7% |
| YTD | +31.7% | -0.8% | +32.5% | +38.0% |
| 1Y | -22.2% | +0.3% | -22.5% | -17.9% |
| All | -22.2% | +0.1% | -22.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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