-94.2%
MARA vs VFC
-15.5%
-78.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.2% | -4.7% |
| 7D | +10.1% | +1.6% | +8.5% | +9.0% |
| 30D | -15.1% | +25.5% | -40.6% | -25.6% |
| 3M | -24.1% | +41.3% | -65.4% | -38.7% |
| 6M | -45.2% | +22.2% | -67.4% | -52.5% |
| YTD | -22.2% | +16.4% | -38.6% | -31.4% |
| 1Y | -45.3% | +38.4% | -83.7% | -56.9% |
| 3Y | -23.9% | +56.2% | -80.1% | -55.5% |
| 5Y | -90.8% | -68.2% | -22.6% | -83.8% |
| 10Y | -81.0% | -48.4% | -32.7% | -79.0% |
| All | -94.2% | -15.5% | -78.6% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling