-63.3%
MARA vs VG
-49.4%
-13.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.7% | +8.8% | +10.3% |
| 7D | +2.5% | -7.7% | +10.2% | +3.9% |
| 30D | -23.9% | -8.8% | -15.1% | -22.9% |
| 3M | -23.2% | -15.6% | -7.6% | -21.6% |
| 6M | -43.3% | +5.2% | -48.5% | -45.4% |
| YTD | -18.3% | +76.9% | -95.2% | -35.9% |
| 1Y | -52.9% | +42.5% | -95.4% | -61.0% |
| All | -63.3% | -49.4% | -13.9% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling