-68.0%
MARA vs VCLT
-17.3%
-50.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -2.3% |
| 7D | -1.5% | -1.3% | -0.2% | +0.6% |
| 30D | +18.1% | -1.1% | +19.2% | +20.2% |
| 3M | -9.4% | -3.7% | -5.7% | -3.7% |
| 6M | +33.4% | -4.0% | +37.4% | +43.4% |
| YTD | +27.3% | -3.4% | +30.7% | +35.5% |
| 1Y | -27.9% | -4.1% | -23.8% | -22.4% |
| 3Y | +4.8% | +11.0% | -6.2% | -10.9% |
| 5Y | -68.0% | -17.0% | -51.0% | -60.0% |
| All | -68.0% | -17.3% | -50.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling