-74.1%
MARA vs VICR
+1,679.8%
-1,753.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.2% | -6.3% | +0.2% |
| 7D | +5.9% | +5.0% | +1.0% | +3.6% |
| 30D | +24.3% | -12.5% | +36.7% | +29.9% |
| 3M | -12.0% | -33.6% | +21.6% | +1.0% |
| 6M | +40.1% | +10.7% | +29.4% | +22.3% |
| YTD | +33.4% | +80.6% | -47.2% | -7.2% |
| 1Y | -23.7% | +288.4% | -312.1% | -63.9% |
| 3Y | +19.0% | +213.8% | -194.8% | -44.4% |
| 5Y | -66.5% | +58.8% | -125.3% | -81.3% |
| All | -74.1% | +1,679.8% | -1,753.9% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling