-90.1%
MARA vs VCLT
+54.1%
-144.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +15.6% | +0.3% | +15.3% | +15.3% |
| 30D | +17.2% | -0.6% | +17.8% | +17.8% |
| 3M | -14.2% | -2.2% | -11.9% | -12.3% |
| 6M | +47.7% | -2.9% | +50.6% | +52.3% |
| YTD | +31.7% | -2.1% | +33.8% | +34.9% |
| 1Y | -22.2% | -2.6% | -19.6% | -20.0% |
| 3Y | +8.4% | +12.5% | -4.1% | +0.2% |
| 5Y | -68.3% | -15.3% | -53.0% | -66.2% |
| 10Y | -74.9% | +16.6% | -91.5% | -71.0% |
| All | -90.1% | +54.1% | -144.2% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling