-23.9%
MARA vs VCIT
+19.0%
-42.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.6% |
| 7D | +10.1% | -1.4% | +11.5% | +13.5% |
| 30D | -15.1% | +0.6% | -15.6% | -16.8% |
| 3M | -24.1% | -2.2% | -21.9% | -20.2% |
| 6M | -45.2% | -2.3% | -42.9% | -41.9% |
| YTD | -22.2% | -2.2% | -20.0% | -17.5% |
| 1Y | -45.3% | -1.4% | -43.9% | -43.0% |
| 3Y | -23.9% | +18.7% | -42.6% | -39.4% |
| All | -23.9% | +19.0% | -42.9% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling