-90.1%
MARA vs VLO
+2,860.0%
-2,950.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +3.3% |
| 7D | +15.6% | +5.8% | +9.9% | +13.2% |
| 30D | +17.2% | +28.3% | -11.1% | +5.5% |
| 3M | -14.2% | +48.7% | -62.9% | -27.7% |
| 6M | +47.7% | +71.9% | -24.2% | +15.2% |
| YTD | +31.7% | +138.7% | -106.9% | -10.2% |
| 1Y | -22.2% | +148.5% | -170.6% | -47.9% |
| 3Y | +8.4% | +192.7% | -184.2% | -33.4% |
| 5Y | -68.3% | +601.6% | -669.9% | -86.5% |
| 10Y | -74.9% | +900.2% | -975.0% | -91.2% |
| All | -90.1% | +2,860.0% | -2,950.1% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling