-66.3%
MARA vs VIVK
-100.0%
+33.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.4% | +12.2% | +5.0% |
| 7D | +5.9% | -4.4% | +10.3% | +6.0% |
| 30D | +24.3% | -40.8% | +65.1% | +25.6% |
| 3M | -12.0% | -94.1% | +82.2% | -7.5% |
| 6M | +40.1% | -98.2% | +138.3% | +49.4% |
| YTD | +33.4% | -98.0% | +131.4% | +39.2% |
| 1Y | -23.7% | -100.0% | +76.2% | -12.7% |
| 3Y | +19.0% | -100.0% | +118.9% | +34.1% |
| All | -66.3% | -100.0% | +33.7% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 5y: compounded portfolio wealth divided by compounded VIVK 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…
5y analysis · Full analysis span regression · 6 months rolling