-75.3%
MARA vs VLO
+933.4%
-1,008.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -1.5% | +4.0% | -5.4% | -3.1% |
| 30D | +18.1% | +19.0% | -0.9% | +9.1% |
| 3M | -9.4% | +50.0% | -59.4% | -25.1% |
| 6M | +33.4% | +79.1% | -45.8% | -0.1% |
| YTD | +27.3% | +140.3% | -113.0% | -16.6% |
| 1Y | -27.9% | +148.3% | -176.3% | -53.6% |
| 3Y | +4.8% | +194.6% | -189.9% | -38.9% |
| 5Y | -68.0% | +609.6% | -677.6% | -87.7% |
| All | -75.3% | +933.4% | -1,008.7% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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