-25.1%
MARA vs VICR
+272.1%
-297.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -4.1% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +0.6% | -13.9% | +14.6% | +4.3% |
| 3M | -18.5% | -38.4% | +19.9% | -8.4% |
| 6M | +21.7% | -7.2% | +28.9% | +19.3% |
| YTD | +25.9% | +72.0% | -46.1% | +8.5% |
| 1Y | -25.1% | +263.3% | -288.4% | -41.7% |
| All | -25.1% | +272.1% | -297.3% | -41.7% |
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