-87.4%
MARA vs VCIT
+3.7%
-91.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.4% |
| 7D | +10.1% | -1.4% | +11.5% | +14.6% |
| 30D | -15.1% | +0.6% | -15.6% | -17.0% |
| 3M | -24.1% | -2.2% | -21.9% | -19.3% |
| 6M | -45.2% | -2.3% | -42.9% | -41.2% |
| YTD | -22.2% | -2.2% | -20.0% | -16.5% |
| 1Y | -45.3% | -1.4% | -43.9% | -42.7% |
| 3Y | -23.9% | +18.7% | -42.6% | -55.3% |
| All | -87.4% | +3.7% | -91.1% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling