-27.9%
MARA vs VFC
-14.7%
-13.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.6% | -3.5% |
| 7D | -1.5% | -3.3% | +1.8% | -0.3% |
| 30D | +18.1% | -14.0% | +32.1% | +24.5% |
| 3M | -9.4% | -22.6% | +13.1% | -0.3% |
| 6M | +33.4% | -24.7% | +58.1% | +47.3% |
| YTD | +27.3% | -29.0% | +56.2% | +44.5% |
| 1Y | -27.9% | -13.8% | -14.2% | -26.4% |
| All | -27.9% | -14.7% | -13.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling