+18.4%
MARA vs VLO
+195.4%
-177.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | +13.8% | +6.2% | +7.6% | +11.1% |
| 30D | +24.7% | +23.5% | +1.2% | +13.4% |
| 3M | -10.4% | +53.9% | -64.3% | -27.2% |
| 6M | +37.6% | +81.7% | -44.0% | -0.2% |
| YTD | +32.7% | +142.5% | -109.7% | -18.5% |
| 1Y | -25.2% | +145.4% | -170.6% | -54.7% |
| All | +18.4% | +195.4% | -177.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling