-23.9%
MARA vs VFC
+50.0%
-73.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.2% | -4.2% |
| 7D | +10.1% | +1.6% | +8.5% | +9.3% |
| 30D | -15.1% | +25.5% | -40.6% | -22.7% |
| 3M | -24.1% | +41.3% | -65.4% | -34.8% |
| 6M | -45.2% | +22.2% | -67.4% | -50.3% |
| YTD | -22.2% | +16.4% | -38.6% | -28.3% |
| 1Y | -45.3% | +38.4% | -83.7% | -53.4% |
| 3Y | -23.9% | +56.2% | -80.1% | -48.7% |
| All | -23.9% | +50.0% | -73.8% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling