-64.0%
MARA vs VG
-44.1%
-19.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.7% | -10.7% | -6.7% |
| 7D | +22.4% | +15.1% | +7.3% | +19.8% |
| 30D | -21.0% | -4.2% | -16.8% | -20.6% |
| 3M | -25.3% | -3.1% | -22.2% | -25.3% |
| 6M | -43.4% | +0.3% | -43.7% | -44.6% |
| YTD | -19.8% | +95.5% | -115.3% | -38.1% |
| 1Y | -50.0% | +64.4% | -114.5% | -59.7% |
| All | -64.0% | -44.1% | -19.9% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling