-69.3%
MARA vs VLO
+619.0%
-688.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | +13.8% | +6.2% | +7.6% | +11.0% |
| 30D | +24.7% | +23.5% | +1.2% | +13.1% |
| 3M | -10.4% | +53.9% | -64.3% | -27.3% |
| 6M | +37.6% | +81.7% | -44.0% | +0.8% |
| YTD | +32.7% | +142.5% | -109.7% | -16.0% |
| 1Y | -25.2% | +145.4% | -170.6% | -53.1% |
| 3Y | +9.3% | +197.3% | -188.1% | -39.4% |
| 5Y | -69.3% | +614.6% | -683.9% | -89.5% |
| All | -69.3% | +619.0% | -688.4% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling