-94.0%
MARA vs VCIT
+55.7%
-149.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -4.8% |
| 7D | +22.4% | -1.4% | +23.8% | +25.4% |
| 30D | -21.0% | +0.8% | -21.8% | -22.4% |
| 3M | -25.3% | -1.7% | -23.6% | -23.2% |
| 6M | -43.4% | -2.1% | -41.3% | -41.2% |
| YTD | -19.8% | -2.0% | -17.8% | -16.5% |
| 1Y | -50.0% | -1.5% | -48.6% | -48.4% |
| 3Y | -25.1% | +19.0% | -44.1% | -43.5% |
| 5Y | -90.5% | +3.8% | -94.3% | -91.7% |
| 10Y | -80.4% | +30.6% | -111.1% | -81.7% |
| All | -94.0% | +55.7% | -149.7% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling