-68.0%
MARA vs VFC
-79.6%
+11.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.9% |
| 7D | -1.5% | -4.0% | +2.5% | +0.5% |
| 30D | +18.1% | -14.6% | +32.7% | +27.4% |
| 3M | -9.4% | -23.1% | +13.7% | +2.6% |
| 6M | +33.4% | -25.2% | +58.6% | +51.9% |
| YTD | +27.3% | -29.5% | +56.7% | +49.0% |
| 1Y | -27.9% | -14.4% | -13.6% | -25.8% |
| 3Y | +4.8% | -28.7% | +33.5% | -3.0% |
| 5Y | -68.0% | -79.1% | +11.1% | +4.4% |
| All | -68.0% | -79.6% | +11.6% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling