-2.7%
MARA vs VLTO
+56.3%
-59.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.4% | +10.5% |
| 7D | +2.5% | +1.6% | +0.9% | +1.7% |
| 30D | -23.9% | +22.0% | -45.9% | -32.6% |
| 3M | -23.2% | +21.9% | -45.1% | -32.0% |
| 6M | -43.3% | +36.5% | -79.8% | -55.0% |
| YTD | -18.3% | +19.0% | -37.2% | -27.3% |
| 1Y | -52.9% | +21.0% | -73.9% | -59.2% |
| 3Y | -23.6% | +69.9% | -93.5% | -52.3% |
| All | -2.7% | +56.3% | -59.0% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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