-90.0%
MARA vs VICR
+2,698.6%
-2,788.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.6% | +2.6% |
| 7D | +13.8% | +1.3% | +12.6% | +13.0% |
| 30D | +24.7% | -11.9% | +36.6% | +29.5% |
| 3M | -10.4% | -35.1% | +24.7% | +2.9% |
| 6M | +37.6% | +8.1% | +29.5% | +23.3% |
| YTD | +32.7% | +67.8% | -35.0% | -1.1% |
| 1Y | -25.2% | +267.3% | -292.5% | -60.8% |
| 3Y | +9.3% | +191.2% | -182.0% | -42.5% |
| 5Y | -69.3% | +48.1% | -117.4% | -81.1% |
| 10Y | -73.6% | +1,546.1% | -1,619.7% | -90.8% |
| All | -90.0% | +2,698.6% | -2,788.7% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling