-43.4%
MARA vs VG
-39.3%
-4.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | +0.6% | +16.0% | -15.4% | -2.2% |
| 3M | -18.5% | +9.7% | -28.2% | -20.6% |
| 6M | +21.7% | +29.6% | -7.8% | +7.8% |
| YTD | +25.9% | +112.0% | -86.1% | -3.6% |
| 1Y | -25.1% | +12.8% | -38.0% | -33.7% |
| All | -43.4% | -39.3% | -4.1% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling