-74.1%
MARA vs VCLT
+17.1%
-91.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -1.4% | +7.3% | +7.7% |
| 30D | +24.3% | -1.2% | +25.4% | +26.0% |
| 3M | -12.0% | -4.8% | -7.2% | -6.7% |
| 6M | +40.1% | -2.6% | +42.7% | +45.6% |
| YTD | +33.4% | -3.3% | +36.8% | +39.8% |
| 1Y | -23.7% | -4.8% | -18.9% | -18.6% |
| 3Y | +19.0% | +11.5% | +7.4% | +6.8% |
| 5Y | -66.5% | -17.0% | -49.5% | -60.5% |
| All | -74.1% | +17.1% | -91.2% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling