-90.5%
MARA vs VFC
-45.4%
-45.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.8% |
| 7D | +6.0% | -1.6% | +7.6% | +6.9% |
| 30D | +0.6% | -11.6% | +12.3% | +7.2% |
| 3M | -18.5% | -18.1% | -0.4% | -10.1% |
| 6M | +21.7% | -27.4% | +49.1% | +42.7% |
| YTD | +25.9% | -24.8% | +50.8% | +43.8% |
| 1Y | -25.1% | -8.2% | -16.9% | -26.0% |
| 3Y | -5.7% | -29.1% | +23.4% | -12.4% |
| 5Y | -73.9% | -79.2% | +5.2% | -41.1% |
| 10Y | -75.6% | -68.1% | -7.5% | -64.0% |
| All | -90.5% | -45.4% | -45.1% | -94.4% |
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 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