-58.7%
MARA vs VICR
+76.0%
-134.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.1% | 0.0% |
| 7D | -6.5% | -26.6% | +20.0% | +4.4% |
| 30D | -38.5% | -47.9% | +9.5% | -23.0% |
| 3M | -41.5% | -29.8% | -11.8% | -35.7% |
| 6M | -41.9% | -36.6% | -5.3% | -36.6% |
| YTD | -23.5% | +45.1% | -68.6% | -50.1% |
| 1Y | -58.7% | +80.0% | -138.7% | -77.4% |
| All | -58.7% | +76.0% | -134.6% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling