-74.1%
MARA vs VEEV
+556.2%
-630.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.5% |
| 7D | +5.9% | -4.6% | +10.5% | +8.9% |
| 30D | +24.3% | +8.6% | +15.6% | +16.8% |
| 3M | -12.0% | +62.4% | -74.4% | -38.6% |
| 6M | +40.1% | +40.3% | -0.1% | +5.0% |
| YTD | +33.4% | +17.5% | +15.9% | +11.5% |
| 1Y | -23.7% | -6.1% | -17.6% | -25.9% |
| 3Y | +19.0% | +16.7% | +2.3% | -5.8% |
| 5Y | -66.5% | -13.3% | -53.1% | -67.0% |
| All | -74.1% | +556.2% | -630.3% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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